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 | 2.03% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 73,426 CHF | 74,926 CHF | 99.80% | 99.80% |
19/11/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,745 CHF | 74,245 CHF | 99.85% | 99.85% |
18/11/2024 | 2.04% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,743 CHF | 74,243 CHF | 100.00% | 100.00% |
15/11/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 77,643 CHF | 79,143 CHF | 100.00% | 100.00% |
14/11/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 80,345 CHF | 81,845 CHF | 100.00% | 100.00% |
13/11/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 66,760 CHF | 68,260 CHF | 99.97% | 99.97% |
12/11/2024 | 2.10% | 0.44 CHF | 0.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 70,861 CHF | 72,361 CHF | 100.00% | 100.00% |
11/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 79,495 CHF | 80,995 CHF | 99.77% | 99.77% |
08/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 82,144 CHF | 83,644 CHF | 100.00% | 100.00% |
07/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 90,931 CHF | 92,431 CHF | 99.70% | 99.70% |