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 | 2.95% | 0.31 CHF | 0.32 CHF | 225,000 | 75,000 | 232,819 | 77,606 | 78,612 CHF | 26,980 CHF | 98.68% | 98.68% |
19/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 84,148 CHF | 28,799 CHF | 99.37% | 99.37% |
18/11/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 94,158 CHF | 32,136 CHF | 99.26% | 99.26% |
15/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 85,887 CHF | 29,379 CHF | 99.38% | 99.38% |
14/11/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 86,823 CHF | 29,691 CHF | 99.38% | 99.38% |
13/11/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 79,391 CHF | 27,214 CHF | 99.38% | 99.38% |
12/11/2024 | 2.51% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 88,443 CHF | 30,231 CHF | 99.38% | 99.38% |
11/11/2024 | 2.52% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 88,314 CHF | 30,188 CHF | 99.38% | 99.38% |
08/11/2024 | 2.80% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 243,397 | 81,132 | 85,414 CHF | 29,283 CHF | 99.37% | 99.37% |
07/11/2024 | 2.38% | 0.39 CHF | 0.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 93,613 CHF | 31,954 CHF | 98.37% | 98.37% |