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 | 3.22% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 174,328 | 174,328 | 53,332 CHF | 55,076 CHF | 99.39% | 99.39% |
19/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 153,313 | 153,313 | 52,920 CHF | 54,454 CHF | 98.57% | 98.57% |
18/11/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,582 CHF | 56,332 CHF | 99.29% | 99.29% |
15/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,776 | 175,776 | 51,755 CHF | 53,512 CHF | 99.39% | 99.39% |
14/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,090 CHF | 54,840 CHF | 99.37% | 99.37% |
13/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,439 CHF | 58,189 CHF | 99.37% | 99.37% |
12/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 171,142 | 171,142 | 56,298 CHF | 58,010 CHF | 99.09% | 99.09% |
11/11/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 57,076 CHF | 58,826 CHF | 99.23% | 99.23% |
08/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 174,283 | 174,283 | 55,181 CHF | 56,924 CHF | 99.38% | 99.38% |
07/11/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 151,920 | 151,920 | 54,183 CHF | 55,702 CHF | 99.26% | 99.26% |