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 | 2.31% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,938 CHF | 30,638 CHF | 99.49% | 99.49% |
19/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,658 | 70,658 | 28,972 CHF | 29,679 CHF | 100.00% | 100.00% |
18/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,919 CHF | 31,619 CHF | 99.90% | 99.90% |
15/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,029 CHF | 30,729 CHF | 100.00% | 100.00% |
14/11/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 70,000 | 70,000 | 73,271 | 73,271 | 27,697 CHF | 28,430 CHF | 98.66% | 98.66% |
13/11/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 27,523 CHF | 28,251 CHF | 100.00% | 100.00% |
12/11/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,389 CHF | 31,089 CHF | 99.88% | 99.88% |
11/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 32,139 CHF | 32,839 CHF | 100.00% | 100.00% |
08/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,362 CHF | 31,062 CHF | 99.04% | 99.04% |
07/11/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 33,307 CHF | 34,007 CHF | 100.00% | 100.00% |