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 | 2.19% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 135,692 CHF | 138,692 CHF | 100.00% | 100.00% |
19/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 138,558 CHF | 141,558 CHF | 100.00% | 100.00% |
18/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 129,909 CHF | 132,909 CHF | 100.00% | 100.00% |
15/11/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 125,429 CHF | 128,429 CHF | 100.00% | 100.00% |
14/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 130,156 CHF | 133,156 CHF | 99.91% | 99.91% |
13/11/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 129,120 CHF | 132,120 CHF | 100.00% | 100.00% |
12/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 131,958 CHF | 134,958 CHF | 100.00% | 100.00% |
11/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 128,689 CHF | 131,689 CHF | 100.00% | 100.00% |
08/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 124,874 CHF | 127,874 CHF | 100.00% | 100.00% |
07/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 114,498 CHF | 117,498 CHF | 100.00% | 100.00% |