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 | 2.38% | 0.40 CHF | 0.41 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 45,629 CHF | 46,729 CHF | 100.00% | 100.00% |
19/11/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 50,855 CHF | 51,955 CHF | 100.00% | 100.00% |
18/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 52,940 CHF | 54,040 CHF | 100.00% | 100.00% |
15/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 54,682 CHF | 55,782 CHF | 100.00% | 100.00% |
14/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 53,650 CHF | 54,750 CHF | 99.36% | 99.36% |
13/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 53,487 CHF | 54,587 CHF | 100.00% | 100.00% |
12/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 55,052 CHF | 56,158 CHF | 100.00% | 100.00% |
11/11/2024 | 3.81% | 0.51 CHF | 0.53 CHF | 110,000 | 110,000 | 109,980 | 109,980 | 56,288 CHF | 58,475 CHF | 99.93% | 99.93% |
08/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 53,483 CHF | 54,596 CHF | 100.00% | 100.00% |
07/11/2024 | 3.69% | 0.50 CHF | 0.52 CHF | 110,000 | 110,000 | 109,977 | 109,977 | 55,749 CHF | 57,845 CHF | 100.00% | 100.00% |