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 | 2.28% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,342 CHF | 31,042 CHF | 99.44% | 99.44% |
19/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,657 | 70,657 | 29,238 CHF | 29,945 CHF | 100.00% | 100.00% |
18/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 31,158 CHF | 31,858 CHF | 99.88% | 99.88% |
15/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,283 CHF | 30,983 CHF | 100.00% | 100.00% |
14/11/2024 | 2.58% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 73,267 | 73,267 | 28,007 CHF | 28,740 CHF | 98.61% | 98.61% |
13/11/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 27,889 CHF | 28,618 CHF | 100.00% | 100.00% |
12/11/2024 | 2.26% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,619 CHF | 31,319 CHF | 99.90% | 99.90% |
11/11/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 32,436 CHF | 33,136 CHF | 100.00% | 100.00% |
08/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,647 CHF | 31,347 CHF | 99.05% | 99.05% |
07/11/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 33,536 CHF | 34,236 CHF | 100.00% | 100.00% |