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 | 3.01% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 171,870 | 171,870 | 56,216 CHF | 57,935 CHF | 100.00% | 100.00% |
19/11/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 176,695 | 176,695 | 52,980 CHF | 54,747 CHF | 99.91% | 99.91% |
18/11/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,343 CHF | 57,093 CHF | 99.89% | 99.89% |
15/11/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,940 CHF | 56,690 CHF | 100.00% | 100.00% |
14/11/2024 | 3.26% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,195 | 175,195 | 52,923 CHF | 54,675 CHF | 100.00% | 100.00% |
13/11/2024 | 3.27% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 180,167 | 180,167 | 54,220 CHF | 56,022 CHF | 100.00% | 100.00% |
12/11/2024 | 2.91% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 154,932 | 154,932 | 52,490 CHF | 54,039 CHF | 99.65% | 99.65% |
11/11/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,068 CHF | 55,568 CHF | 99.88% | 99.88% |
08/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,421 CHF | 54,921 CHF | 100.00% | 100.00% |
07/11/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,739 | 149,739 | 57,242 CHF | 58,739 CHF | 99.86% | 99.86% |