Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 91,860 CHF | 93,860 CHF | 99.81% | 99.81% |
19/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 102,104 CHF | 104,104 CHF | 99.72% | 99.72% |
18/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 95,369 CHF | 97,369 CHF | 99.71% | 99.71% |
15/11/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,254 CHF | 89,254 CHF | 99.81% | 99.81% |
14/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 83,946 CHF | 85,946 CHF | 99.81% | 99.81% |
13/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,739 CHF | 89,739 CHF | 99.81% | 99.81% |
12/11/2024 | 2.51% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,760 CHF | 80,760 CHF | 99.50% | 99.50% |
11/11/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,121 CHF | 74,121 CHF | 99.71% | 99.71% |
08/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,466 CHF | 81,466 CHF | 99.81% | 99.81% |
07/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 74,363 CHF | 76,363 CHF | 95.69% | 95.69% |