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 | 2.44% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 121,724 CHF | 124,724 CHF | 100.00% | 100.00% |
19/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 120,311 CHF | 123,311 CHF | 99.90% | 99.90% |
18/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 297,071 | 297,071 | 128,427 CHF | 131,398 CHF | 100.00% | 100.00% |
15/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 290,000 | 290,000 | 290,585 | 290,585 | 133,209 CHF | 136,115 CHF | 100.00% | 100.00% |
14/11/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 146,579 CHF | 149,479 CHF | 100.00% | 100.00% |
13/11/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 290,000 | 290,000 | 284,460 | 284,460 | 151,535 CHF | 154,380 CHF | 100.00% | 100.00% |
12/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 290,000 | 290,000 | 285,345 | 285,345 | 150,548 CHF | 153,402 CHF | 99.87% | 99.87% |
11/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 156,408 CHF | 159,208 CHF | 100.00% | 100.00% |
08/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 290,000 | 290,000 | 283,999 | 283,999 | 152,530 CHF | 155,370 CHF | 98.95% | 98.95% |
07/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 156,575 CHF | 159,375 CHF | 100.00% | 100.00% |