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 | 2.32% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,391 CHF | 54,641 CHF | 100.00% | 100.00% |
19/11/2024 | 2.29% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,902 CHF | 55,152 CHF | 99.26% | 99.26% |
18/11/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 128,740 | 128,740 | 52,022 CHF | 53,310 CHF | 99.90% | 99.90% |
15/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,616 CHF | 52,866 CHF | 100.00% | 100.00% |
14/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,390 CHF | 53,640 CHF | 100.00% | 100.00% |
13/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,669 CHF | 57,919 CHF | 100.00% | 100.00% |
12/11/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,363 CHF | 54,613 CHF | 99.66% | 99.66% |
11/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,047 CHF | 55,297 CHF | 99.90% | 99.90% |
08/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,978 CHF | 57,228 CHF | 100.00% | 100.00% |
07/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,035 CHF | 59,285 CHF | 99.91% | 99.91% |