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 | 2.16% | 0.49 CHF | 0.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 34,429 CHF | 35,179 CHF | 100.00% | 100.00% |
19/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 35,601 CHF | 36,351 CHF | 100.00% | 100.00% |
18/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 35,430 CHF | 36,180 CHF | 99.59% | 99.59% |
15/11/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 34,045 CHF | 34,795 CHF | 100.00% | 100.00% |
14/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,343 CHF | 32,093 CHF | 100.00% | 100.00% |
13/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,249 CHF | 32,999 CHF | 100.00% | 100.00% |
12/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,415 CHF | 32,165 CHF | 100.00% | 100.00% |
11/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,885 CHF | 31,635 CHF | 100.00% | 100.00% |
08/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,896 CHF | 32,646 CHF | 100.00% | 100.00% |
07/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,676 CHF | 33,426 CHF | 99.67% | 99.67% |