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 | 2.60% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,006 CHF | 78,006 CHF | 99.81% | 99.81% |
19/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,392 CHF | 88,392 CHF | 99.72% | 99.72% |
18/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,962 CHF | 81,962 CHF | 99.71% | 99.71% |
15/11/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 71,696 CHF | 73,696 CHF | 99.81% | 99.81% |
14/11/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 68,651 CHF | 70,651 CHF | 99.81% | 99.81% |
13/11/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,486 CHF | 74,486 CHF | 99.81% | 99.81% |
12/11/2024 | 3.09% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,821 CHF | 65,821 CHF | 99.51% | 99.51% |
11/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 57,060 CHF | 59,060 CHF | 99.72% | 99.72% |
08/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 64,790 CHF | 66,790 CHF | 99.81% | 99.81% |
07/11/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,594 CHF | 61,594 CHF | 95.70% | 95.70% |