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 | 2.82% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,007 CHF | 72,007 CHF | 99.81% | 99.81% |
19/11/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 80,393 CHF | 82,393 CHF | 99.72% | 99.72% |
18/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 73,963 CHF | 75,963 CHF | 99.71% | 99.71% |
15/11/2024 | 3.00% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,697 CHF | 67,697 CHF | 99.81% | 99.81% |
14/11/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 62,651 CHF | 64,651 CHF | 99.81% | 99.81% |
13/11/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,487 CHF | 68,487 CHF | 99.81% | 99.81% |
12/11/2024 | 3.41% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 57,823 CHF | 59,823 CHF | 99.50% | 99.50% |
11/11/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,061 CHF | 53,061 CHF | 99.72% | 99.72% |
08/11/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 58,791 CHF | 60,791 CHF | 99.81% | 99.81% |
07/11/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,594 CHF | 55,594 CHF | 95.70% | 95.70% |