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 | 3.41% | 0.31 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 21,600 CHF | 22,350 CHF | 100.00% | 100.00% |
19/11/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 22,126 CHF | 22,876 CHF | 100.00% | 100.00% |
18/11/2024 | 3.34% | 0.28 CHF | 0.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 22,053 CHF | 22,803 CHF | 99.57% | 99.57% |
15/11/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 21,352 CHF | 22,102 CHF | 100.00% | 100.00% |
14/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 19,937 CHF | 20,687 CHF | 100.00% | 100.00% |
13/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,405 CHF | 21,155 CHF | 100.00% | 100.00% |
12/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 19,932 CHF | 20,682 CHF | 100.00% | 100.00% |
11/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 19,559 CHF | 20,309 CHF | 100.00% | 100.00% |
08/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,198 CHF | 20,948 CHF | 100.00% | 100.00% |
07/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,416 CHF | 21,166 CHF | 99.67% | 99.67% |