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 | 2.37% | 0.43 CHF | 0.44 CHF | 150,000 | 150,000 | 164,164 | 164,164 | 68,445 CHF | 70,086 CHF | 99.97% | 99.97% |
19/11/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 71,294 CHF | 73,044 CHF | 99.82% | 99.82% |
18/11/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 71,288 CHF | 73,038 CHF | 99.91% | 99.91% |
15/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 73,102 CHF | 74,852 CHF | 100.00% | 100.00% |
14/11/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 175,000 | 175,000 | 171,067 | 171,065 | 71,237 CHF | 72,947 CHF | 99.55% | 99.55% |
13/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 69,585 CHF | 71,085 CHF | 99.95% | 99.95% |
12/11/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 150,000 | 150,000 | 163,055 | 163,057 | 73,718 CHF | 75,349 CHF | 99.77% | 99.77% |
11/11/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 73,879 CHF | 75,629 CHF | 99.81% | 99.81% |
08/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 72,305 CHF | 74,055 CHF | 99.81% | 99.81% |
07/11/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 68,066 CHF | 69,816 CHF | 99.91% | 99.91% |