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 | 2.22% | 0.43 CHF | 0.44 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 60,252 CHF | 61,602 CHF | 100.00% | 100.00% |
19/11/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 57,371 CHF | 58,721 CHF | 100.00% | 100.00% |
18/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 57,525 CHF | 58,875 CHF | 100.00% | 100.00% |
15/11/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 60,851 CHF | 62,201 CHF | 100.00% | 100.00% |
14/11/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 135,000 | 135,000 | 134,942 | 134,942 | 62,271 CHF | 63,620 CHF | 100.00% | 100.00% |
13/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 135,000 | 135,000 | 135,525 | 135,525 | 56,647 CHF | 58,002 CHF | 100.00% | 100.00% |
12/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 61,161 CHF | 62,511 CHF | 100.00% | 100.00% |
11/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 66,357 CHF | 67,657 CHF | 100.00% | 100.00% |
08/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 135,000 | 135,000 | 131,817 | 131,817 | 65,337 CHF | 66,655 CHF | 100.00% | 100.00% |
07/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 71,121 CHF | 72,421 CHF | 100.00% | 100.00% |