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 | 2.37% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,196 | 125,196 | 52,177 CHF | 53,429 CHF | 100.00% | 100.00% |
19/11/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 146,616 | 146,616 | 55,391 CHF | 56,858 CHF | 99.89% | 99.89% |
18/11/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 135,518 | 135,518 | 54,118 CHF | 55,473 CHF | 99.89% | 99.89% |
15/11/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 134,230 | 134,230 | 52,984 CHF | 54,327 CHF | 100.00% | 100.00% |
14/11/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 144,050 | 144,050 | 54,520 CHF | 55,960 CHF | 100.00% | 100.00% |
13/11/2024 | 2.59% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 141,360 | 141,360 | 53,926 CHF | 55,339 CHF | 100.00% | 100.00% |
12/11/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,065 CHF | 55,315 CHF | 99.65% | 99.65% |
11/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,282 CHF | 58,532 CHF | 99.85% | 99.85% |
08/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,918 CHF | 58,168 CHF | 100.00% | 100.00% |
07/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 119,427 | 119,427 | 58,069 CHF | 59,263 CHF | 99.90% | 99.90% |