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 | 2.27% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 52,222 CHF | 53,422 CHF | 100.00% | 100.00% |
19/11/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 52,797 CHF | 53,897 CHF | 100.00% | 100.00% |
18/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 54,787 CHF | 55,887 CHF | 100.00% | 100.00% |
15/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 56,538 CHF | 57,638 CHF | 100.00% | 100.00% |
14/11/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 55,506 CHF | 56,606 CHF | 99.36% | 99.36% |
13/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 55,310 CHF | 56,410 CHF | 100.00% | 100.00% |
12/11/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 56,663 CHF | 57,769 CHF | 100.00% | 100.00% |
11/11/2024 | 3.69% | 0.52 CHF | 0.54 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 58,104 CHF | 60,291 CHF | 99.93% | 99.93% |
08/11/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 55,447 CHF | 56,560 CHF | 100.00% | 100.00% |
07/11/2024 | 3.57% | 0.52 CHF | 0.54 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 57,645 CHF | 59,741 CHF | 100.00% | 100.00% |