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 | 2.50% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,707 CHF | 30,457 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 35,770 CHF | 36,516 CHF | 100.00% | 100.00% |
18/11/2024 | 2.25% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 33,189 CHF | 33,939 CHF | 100.00% | 100.00% |
15/11/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,519 CHF | 33,269 CHF | 100.00% | 100.00% |
14/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 35,413 CHF | 36,163 CHF | 99.52% | 99.52% |
13/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 75,000 | 75,000 | 74,146 | 74,146 | 42,037 CHF | 42,783 CHF | 99.32% | 99.32% |
12/11/2024 | 1.95% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,140 CHF | 38,890 CHF | 100.00% | 100.00% |
11/11/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,255 CHF | 37,005 CHF | 100.00% | 100.00% |
08/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,559 CHF | 39,309 CHF | 100.00% | 100.00% |
07/11/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 75,000 | 75,000 | 72,406 | 72,406 | 34,710 CHF | 35,438 CHF | 99.12% | 99.12% |