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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,228 CHF | 60,478 CHF | 97.92% | 97.92% |
22/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 123,956 | 123,956 | 59,968 CHF | 61,207 CHF | 99.39% | 99.39% |
20/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,495 CHF | 56,745 CHF | 99.39% | 99.39% |
19/11/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,888 CHF | 59,138 CHF | 98.13% | 98.13% |
18/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,454 CHF | 55,704 CHF | 99.28% | 99.28% |
15/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,065 CHF | 56,315 CHF | 99.39% | 99.39% |
14/11/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,801 CHF | 57,051 CHF | 99.36% | 99.36% |
13/11/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,921 CHF | 61,171 CHF | 99.38% | 99.38% |
12/11/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 120,620 | 120,620 | 57,177 CHF | 58,383 CHF | 99.02% | 99.02% |
11/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 148,426 | 148,426 | 56,565 CHF | 58,050 CHF | 99.27% | 99.27% |