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 | 2.77% | 0.36 CHF | 0.37 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 80,386 CHF | 18,364 CHF | 99.37% | 99.37% |
19/11/2024 | 2.45% | 0.38 CHF | 0.39 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 90,913 CHF | 20,703 CHF | 99.37% | 99.37% |
18/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 99,831 CHF | 22,685 CHF | 99.22% | 99.22% |
15/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 102,780 CHF | 23,340 CHF | 99.37% | 99.37% |
14/11/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 138,657 CHF | 31,313 CHF | 99.37% | 99.37% |
13/11/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 149,375 CHF | 33,695 CHF | 98.32% | 98.32% |
12/11/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 180,333 CHF | 40,574 CHF | 99.37% | 99.37% |
11/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 181,482 CHF | 40,829 CHF | 99.37% | 99.37% |
08/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 167,222 CHF | 37,661 CHF | 99.37% | 99.37% |
07/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 167,026 CHF | 37,617 CHF | 99.30% | 99.30% |