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 | 2.81% | 0.36 CHF | 0.37 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 59,626 CHF | 61,326 CHF | 100.00% | 100.00% |
19/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 58,247 CHF | 59,947 CHF | 100.00% | 100.00% |
18/11/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 59,457 CHF | 61,157 CHF | 100.00% | 100.00% |
15/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 60,915 CHF | 62,615 CHF | 100.00% | 100.00% |
14/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 64,478 CHF | 66,178 CHF | 99.33% | 99.33% |
13/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 170,000 | 170,000 | 171,308 | 171,308 | 73,209 CHF | 74,922 CHF | 100.00% | 100.00% |
12/11/2024 | 2.49% | 0.43 CHF | 0.44 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 67,492 CHF | 69,192 CHF | 100.00% | 100.00% |
11/11/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 61,552 CHF | 63,252 CHF | 99.93% | 99.93% |
08/11/2024 | 2.78% | 0.38 CHF | 0.39 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 60,448 CHF | 62,148 CHF | 100.00% | 100.00% |
07/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 55,671 CHF | 57,371 CHF | 100.00% | 100.00% |