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 | 3.15% | 0.32 CHF | 0.33 CHF | 230,000 | 230,000 | 221,017 | 221,017 | 69,016 CHF | 71,226 CHF | 99.43% | 99.43% |
19/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 230,000 | 230,000 | 227,605 | 227,605 | 74,406 CHF | 76,682 CHF | 100.00% | 100.00% |
18/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 67,293 CHF | 69,484 CHF | 99.88% | 99.88% |
15/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 68,066 CHF | 70,257 CHF | 100.00% | 100.00% |
14/11/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 220,000 | 220,000 | 223,230 | 223,230 | 73,057 CHF | 75,289 CHF | 98.51% | 98.51% |
13/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 230,000 | 230,000 | 221,159 | 221,159 | 70,324 CHF | 72,535 CHF | 100.00% | 100.00% |
12/11/2024 | 3.08% | 0.35 CHF | 0.36 CHF | 230,000 | 230,000 | 220,835 | 220,835 | 70,665 CHF | 72,874 CHF | 99.90% | 99.90% |
11/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 61,790 CHF | 63,981 CHF | 100.00% | 100.00% |
08/11/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 220,000 | 220,000 | 219,083 | 219,083 | 66,301 CHF | 68,491 CHF | 99.05% | 99.05% |
07/11/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 62,281 CHF | 64,472 CHF | 100.00% | 100.00% |