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 | 1.68% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 132,657 CHF | 44,969 CHF | 99.16% | 99.16% |
19/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 134,344 CHF | 45,532 CHF | 99.16% | 99.16% |
18/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 135,799 CHF | 46,017 CHF | 99.22% | 99.22% |
15/11/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 135,221 CHF | 45,824 CHF | 99.17% | 99.17% |
14/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 126,383 CHF | 42,878 CHF | 99.15% | 99.15% |
13/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 118,802 CHF | 40,351 CHF | 99.16% | 99.16% |
12/11/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 113,633 CHF | 38,628 CHF | 99.16% | 99.16% |
11/11/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 135,791 CHF | 46,014 CHF | 99.16% | 99.16% |
08/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 137,175 CHF | 46,475 CHF | 99.16% | 99.16% |
07/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 131,824 CHF | 44,691 CHF | 98.19% | 98.19% |