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 | 3.66% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,685 CHF | 55,685 CHF | 99.97% | 99.97% |
19/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 201,243 | 201,243 | 52,037 CHF | 54,050 CHF | 99.80% | 99.80% |
18/11/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,772 CHF | 53,772 CHF | 99.91% | 99.91% |
15/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,858 CHF | 55,858 CHF | 100.00% | 100.00% |
14/11/2024 | 3.65% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 195,579 | 195,576 | 52,604 CHF | 54,559 CHF | 99.64% | 99.64% |
13/11/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,073 CHF | 56,823 CHF | 99.96% | 99.96% |
12/11/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,020 CHF | 54,770 CHF | 99.81% | 99.81% |
11/11/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 198,423 | 198,423 | 54,617 CHF | 56,602 CHF | 99.81% | 99.81% |
08/11/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,087 CHF | 55,087 CHF | 99.83% | 99.83% |
07/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 216,623 | 216,621 | 52,202 CHF | 54,368 CHF | 99.89% | 99.89% |