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 | 2.19% | 0.47 CHF | 0.48 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 31,665 CHF | 32,365 CHF | 99.48% | 99.48% |
19/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 70,000 | 70,000 | 70,658 | 70,658 | 33,455 CHF | 34,162 CHF | 100.00% | 100.00% |
18/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 31,137 CHF | 31,837 CHF | 99.90% | 99.90% |
15/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 32,247 CHF | 32,947 CHF | 100.00% | 100.00% |
14/11/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 70,000 | 70,000 | 73,270 | 73,270 | 37,319 CHF | 38,052 CHF | 98.67% | 98.67% |
13/11/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 37,133 CHF | 37,861 CHF | 100.00% | 100.00% |
12/11/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 31,925 CHF | 32,625 CHF | 99.88% | 99.88% |
11/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,243 CHF | 30,943 CHF | 100.00% | 100.00% |
08/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 32,239 CHF | 32,939 CHF | 99.04% | 99.04% |
07/11/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,636 CHF | 30,336 CHF | 100.00% | 100.00% |