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 | 2.21% | 0.45 CHF | 0.46 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 49,220 CHF | 50,320 CHF | 99.63% | 99.63% |
19/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 47,456 CHF | 48,556 CHF | 99.82% | 99.82% |
18/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 47,747 CHF | 48,847 CHF | 99.69% | 99.69% |
15/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 47,240 CHF | 48,340 CHF | 100.00% | 100.00% |
14/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 46,047 CHF | 47,147 CHF | 99.95% | 99.95% |
13/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 45,829 CHF | 46,929 CHF | 99.43% | 99.43% |
12/11/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 48,283 CHF | 49,383 CHF | 99.50% | 99.50% |
11/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 48,356 CHF | 49,406 CHF | 99.91% | 99.91% |
08/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 49,196 CHF | 50,296 CHF | 98.84% | 98.84% |
07/11/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 106,409 | 106,409 | 47,934 CHF | 48,998 CHF | 99.43% | 99.43% |