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 | 2.88% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 77,143 CHF | 26,465 CHF | 99.16% | 99.16% |
19/11/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 76,372 CHF | 26,207 CHF | 99.17% | 99.17% |
18/11/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 80,174 CHF | 27,475 CHF | 99.22% | 99.22% |
15/11/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 80,128 CHF | 27,459 CHF | 99.16% | 99.16% |
14/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 77,118 CHF | 26,456 CHF | 99.15% | 99.15% |
13/11/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 73,127 CHF | 25,126 CHF | 99.16% | 99.16% |
12/11/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 71,417 CHF | 24,556 CHF | 99.16% | 99.16% |
11/11/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 81,083 CHF | 27,778 CHF | 99.16% | 99.16% |
08/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 80,026 CHF | 27,425 CHF | 99.16% | 99.16% |
07/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 80,068 CHF | 27,439 CHF | 98.18% | 98.18% |