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% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 95,407 CHF | 32,552 CHF | 99.16% | 99.16% |
19/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 97,250 CHF | 33,167 CHF | 99.16% | 99.16% |
18/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 98,703 CHF | 33,651 CHF | 99.22% | 99.22% |
15/11/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 98,178 CHF | 33,476 CHF | 99.17% | 99.17% |
14/11/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 90,242 CHF | 30,831 CHF | 99.15% | 99.15% |
13/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,881 CHF | 28,710 CHF | 99.16% | 99.16% |
12/11/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 79,493 CHF | 27,248 CHF | 99.16% | 99.16% |
11/11/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 98,601 CHF | 33,617 CHF | 99.16% | 99.16% |
08/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 100,742 CHF | 34,331 CHF | 99.17% | 99.17% |
07/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 95,846 CHF | 32,699 CHF | 98.19% | 98.19% |