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 | 2.44% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 91,088 CHF | 31,113 CHF | 99.38% | 99.38% |
19/11/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 99,154 CHF | 33,801 CHF | 99.38% | 99.38% |
18/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 97,811 CHF | 33,354 CHF | 99.38% | 99.38% |
15/11/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 98,823 CHF | 33,691 CHF | 99.35% | 99.35% |
14/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 104,399 CHF | 35,550 CHF | 99.38% | 99.38% |
13/11/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 109,396 CHF | 37,215 CHF | 99.37% | 99.37% |
12/11/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 94,332 CHF | 32,194 CHF | 99.15% | 99.15% |
11/11/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 81,825 CHF | 28,025 CHF | 99.38% | 99.38% |
08/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 82,313 CHF | 28,188 CHF | 99.38% | 99.38% |
07/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 75,978 CHF | 26,076 CHF | 98.58% | 98.58% |