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 | 1.95% | 0.51 CHF | 0.52 CHF | 150,000 | 150,000 | 66,901 | 66,901 | 34,419 CHF | 35,090 CHF | 99.90% | 99.90% |
19/11/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 150,000 | 150,000 | 66,148 | 66,148 | 34,936 CHF | 35,599 CHF | 99.86% | 99.86% |
18/11/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 145,000 | 145,000 | 65,032 | 65,032 | 35,078 CHF | 35,730 CHF | 99.90% | 99.90% |
15/11/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 145,000 | 145,000 | 66,520 | 66,520 | 34,056 CHF | 34,722 CHF | 100.00% | 100.00% |
14/11/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 150,000 | 150,000 | 65,882 | 65,882 | 34,384 CHF | 35,044 CHF | 100.00% | 100.00% |
13/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 150,000 | 150,000 | 67,159 | 67,159 | 34,559 CHF | 35,232 CHF | 100.00% | 100.00% |
12/11/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 65,690 | 65,690 | 35,982 CHF | 36,640 CHF | 99.88% | 99.88% |
11/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 145,000 | 145,000 | 65,032 | 65,032 | 37,269 CHF | 37,921 CHF | 99.90% | 99.90% |
08/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 145,000 | 145,000 | 65,393 | 65,393 | 38,132 CHF | 38,787 CHF | 98.89% | 98.89% |
07/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 145,000 | 145,000 | 65,032 | 65,032 | 39,265 CHF | 39,916 CHF | 99.90% | 99.90% |