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 | 3.05% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 54,908 CHF | 56,608 CHF | 100.00% | 100.00% |
19/11/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 56,025 CHF | 57,725 CHF | 100.00% | 100.00% |
18/11/2024 | 3.04% | 0.35 CHF | 0.36 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 55,192 CHF | 56,892 CHF | 100.00% | 100.00% |
15/11/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 54,635 CHF | 56,335 CHF | 100.00% | 100.00% |
14/11/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 50,854 CHF | 52,554 CHF | 99.33% | 99.33% |
13/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 171,302 | 171,302 | 43,770 CHF | 45,483 CHF | 100.00% | 100.00% |
12/11/2024 | 3.43% | 0.25 CHF | 0.26 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 48,823 CHF | 50,523 CHF | 100.00% | 100.00% |
11/11/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 55,232 CHF | 56,932 CHF | 99.93% | 99.93% |
08/11/2024 | 2.94% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 57,004 CHF | 58,704 CHF | 100.00% | 100.00% |
07/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 62,409 CHF | 64,109 CHF | 100.00% | 100.00% |