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 | 2.70% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,378 CHF | 28,128 CHF | 100.00% | 100.00% |
19/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,095 CHF | 28,845 CHF | 100.00% | 100.00% |
18/11/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,006 CHF | 28,756 CHF | 99.58% | 99.58% |
15/11/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,027 CHF | 27,777 CHF | 100.00% | 100.00% |
14/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 25,025 CHF | 25,775 CHF | 100.00% | 100.00% |
13/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 25,675 CHF | 26,425 CHF | 100.00% | 100.00% |
12/11/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 24,997 CHF | 25,747 CHF | 100.00% | 100.00% |
11/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 24,664 CHF | 25,414 CHF | 100.00% | 100.00% |
08/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 25,400 CHF | 26,150 CHF | 100.00% | 100.00% |
07/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 25,774 CHF | 26,524 CHF | 99.67% | 99.67% |