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 | 2.02% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 110,047 CHF | 37,432 CHF | 99.16% | 99.16% |
19/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 111,170 CHF | 37,807 CHF | 99.16% | 99.16% |
18/11/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 113,025 CHF | 38,425 CHF | 99.22% | 99.22% |
15/11/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 112,058 CHF | 38,103 CHF | 99.16% | 99.16% |
14/11/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 103,959 CHF | 35,403 CHF | 99.15% | 99.15% |
13/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 96,888 CHF | 33,046 CHF | 99.16% | 99.16% |
12/11/2024 | 2.44% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 91,143 CHF | 31,131 CHF | 99.16% | 99.16% |
11/11/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 112,338 CHF | 38,196 CHF | 99.16% | 99.16% |
08/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 114,075 CHF | 38,775 CHF | 99.17% | 99.17% |
07/11/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 110,667 CHF | 37,639 CHF | 98.19% | 98.19% |