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 | 1.37% | 0.72 CHF | 0.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 108,591 CHF | 36,697 CHF | 99.17% | 99.17% |
19/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 106,937 CHF | 36,146 CHF | 99.17% | 99.17% |
18/11/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 109,998 CHF | 37,166 CHF | 99.22% | 99.22% |
15/11/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 109,675 CHF | 37,058 CHF | 99.17% | 99.17% |
14/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 107,013 CHF | 36,171 CHF | 99.15% | 99.15% |
13/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 103,052 CHF | 34,851 CHF | 99.16% | 99.16% |
12/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 100,335 CHF | 33,945 CHF | 99.16% | 99.16% |
11/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 111,333 CHF | 37,611 CHF | 99.16% | 99.16% |
08/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 110,548 CHF | 37,349 CHF | 99.16% | 99.16% |
07/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 110,349 CHF | 37,283 CHF | 98.18% | 98.18% |