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 | 1.93% | 0.51 CHF | 0.52 CHF | 225,000 | 75,000 | 214,356 | 71,452 | 109,774 CHF | 37,306 CHF | 99.16% | 99.16% |
19/11/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 220,108 | 73,369 | 111,775 CHF | 37,992 CHF | 99.17% | 99.17% |
18/11/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 225,000 | 75,000 | 184,145 | 61,382 | 96,224 CHF | 32,689 CHF | 99.22% | 99.22% |
15/11/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 150,000 | 50,000 | 192,353 | 64,118 | 100,465 CHF | 34,130 CHF | 99.16% | 99.16% |
14/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 225,000 | 75,000 | 218,544 | 72,848 | 111,150 CHF | 37,779 CHF | 99.16% | 99.16% |
13/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 109,667 CHF | 37,306 CHF | 99.16% | 99.16% |
12/11/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 106,645 CHF | 36,298 CHF | 99.16% | 99.16% |
11/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 187,986 | 62,662 | 100,140 CHF | 34,007 CHF | 99.16% | 99.16% |
08/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 150,000 | 50,000 | 207,455 | 69,152 | 109,390 CHF | 37,155 CHF | 99.16% | 99.16% |
07/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 215,481 | 71,827 | 113,476 CHF | 38,544 CHF | 98.19% | 98.19% |