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 | 2.34% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,897 CHF | 54,147 CHF | 99.39% | 99.39% |
19/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,314 CHF | 54,564 CHF | 97.33% | 97.33% |
18/11/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,123 CHF | 52,373 CHF | 99.29% | 99.29% |
15/11/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,379 CHF | 52,629 CHF | 99.37% | 99.37% |
14/11/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,206 CHF | 56,456 CHF | 99.35% | 99.35% |
13/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,769 CHF | 58,019 CHF | 99.36% | 99.36% |
12/11/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,731 CHF | 52,981 CHF | 99.07% | 99.07% |
11/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 129,461 | 129,461 | 51,623 CHF | 52,917 CHF | 99.26% | 99.26% |
08/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,101 CHF | 52,351 CHF | 99.38% | 99.38% |
07/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,005 CHF | 53,255 CHF | 99.22% | 99.22% |