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 | 1.86% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,438 CHF | 108,438 CHF | 99.81% | 99.81% |
19/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 96,453 CHF | 98,453 CHF | 99.72% | 99.72% |
18/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 99,013 CHF | 101,013 CHF | 99.71% | 99.71% |
15/11/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,121 CHF | 103,121 CHF | 99.81% | 99.81% |
14/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,482 CHF | 106,482 CHF | 99.81% | 99.81% |
13/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,667 CHF | 106,667 CHF | 99.81% | 99.81% |
12/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 100,976 CHF | 102,976 CHF | 99.51% | 99.51% |
11/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,276 CHF | 103,276 CHF | 99.72% | 99.72% |
08/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,099 CHF | 103,099 CHF | 99.81% | 99.81% |
07/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,230 CHF | 109,230 CHF | 95.70% | 95.70% |