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 | 2.49% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 137,162 | 137,162 | 54,280 CHF | 55,652 CHF | 99.37% | 99.37% |
19/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,192 CHF | 55,692 CHF | 99.29% | 99.29% |
18/11/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 144,559 | 144,559 | 55,462 CHF | 56,908 CHF | 99.30% | 99.30% |
15/11/2024 | 2.19% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,581 CHF | 57,831 CHF | 99.39% | 99.39% |
14/11/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,813 CHF | 54,063 CHF | 99.35% | 99.35% |
13/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,888 CHF | 56,138 CHF | 99.39% | 99.39% |
12/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,023 CHF | 54,273 CHF | 99.10% | 99.10% |
11/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 124,474 | 124,474 | 55,518 CHF | 56,763 CHF | 99.31% | 99.31% |
08/11/2024 | 2.63% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 146,306 | 146,306 | 54,967 CHF | 56,430 CHF | 99.39% | 99.39% |
07/11/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,788 | 125,788 | 55,113 CHF | 56,371 CHF | 99.26% | 99.26% |