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 | 2.33% | 0.40 CHF | 0.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 95,350 CHF | 32,533 CHF | 99.38% | 99.38% |
19/11/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 88,333 CHF | 30,194 CHF | 99.37% | 99.37% |
18/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 94,603 CHF | 32,284 CHF | 99.37% | 99.37% |
15/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 100,302 CHF | 34,184 CHF | 99.36% | 99.36% |
14/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 103,110 CHF | 35,120 CHF | 99.37% | 99.37% |
13/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 99,673 CHF | 33,974 CHF | 99.37% | 99.37% |
12/11/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 110,532 CHF | 37,594 CHF | 99.15% | 99.15% |
11/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 117,618 CHF | 39,956 CHF | 99.38% | 99.38% |
08/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 104,283 CHF | 35,511 CHF | 99.38% | 99.38% |
07/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 106,485 CHF | 36,245 CHF | 98.58% | 98.58% |