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 | 3.03% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 172,811 | 172,813 | 56,184 CHF | 57,912 CHF | 99.97% | 99.97% |
19/11/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 171,980 | 171,980 | 54,118 CHF | 55,837 CHF | 99.79% | 99.79% |
18/11/2024 | 2.85% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 156,501 | 156,501 | 54,201 CHF | 55,766 CHF | 99.88% | 99.88% |
15/11/2024 | 2.81% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 153,517 | 153,516 | 53,870 CHF | 55,405 CHF | 100.00% | 100.00% |
14/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 165,242 | 165,244 | 54,073 CHF | 55,726 CHF | 99.64% | 99.64% |
13/11/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 179,928 | 179,927 | 53,470 CHF | 55,269 CHF | 99.96% | 99.96% |
12/11/2024 | 3.56% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 192,156 | 192,157 | 53,029 CHF | 54,951 CHF | 99.76% | 99.76% |
11/11/2024 | 2.63% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 144,551 | 144,550 | 54,174 CHF | 55,620 CHF | 99.80% | 99.80% |
08/11/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,597 CHF | 57,097 CHF | 99.81% | 99.81% |
07/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,558 | 150,558 | 56,196 CHF | 57,702 CHF | 99.89% | 99.89% |