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 | 2.13% | 0.45 CHF | 0.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 92,717 CHF | 94,717 CHF | 13.10% | 98.98% |
19/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 85,458 CHF | 87,458 CHF | 100.00% | 100.00% |
18/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,523 CHF | 91,523 CHF | 100.00% | 100.00% |
15/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 85,229 CHF | 87,229 CHF | 100.00% | 100.00% |
14/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 83,465 CHF | 85,465 CHF | 99.22% | 99.22% |
13/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 198,235 | 197,504 | 82,042 CHF | 83,710 CHF | 99.36% | 99.36% |
12/11/2024 | 2.28% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,995 CHF | 88,995 CHF | 100.00% | 100.00% |
11/11/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,463 CHF | 103,463 CHF | 100.00% | 100.00% |
08/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 100,489 CHF | 102,489 CHF | 100.00% | 100.00% |
07/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 195,312 | 193,489 | 95,848 CHF | 96,926 CHF | 98.73% | 98.73% |