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 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 52,593 CHF | 53,793 CHF | 99.49% | 99.49% |
19/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 56,437 CHF | 57,637 CHF | 100.00% | 100.00% |
18/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 54,227 CHF | 55,427 CHF | 99.90% | 99.90% |
15/11/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 55,554 CHF | 56,754 CHF | 100.00% | 100.00% |
14/11/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 57,249 CHF | 58,449 CHF | 98.52% | 98.52% |
13/11/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 56,684 CHF | 57,884 CHF | 100.00% | 100.00% |
12/11/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 51,665 CHF | 52,865 CHF | 99.88% | 99.88% |
11/11/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 49,754 CHF | 50,954 CHF | 100.00% | 100.00% |
08/11/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 50,619 CHF | 51,819 CHF | 99.04% | 99.04% |
07/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 48,265 CHF | 49,465 CHF | 99.04% | 99.04% |