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 | 2.40% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 92,831 CHF | 31,694 CHF | 99.16% | 99.16% |
19/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 92,127 CHF | 31,459 CHF | 99.17% | 99.17% |
18/11/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 95,762 CHF | 32,671 CHF | 99.22% | 99.22% |
15/11/2024 | 2.33% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 95,415 CHF | 32,555 CHF | 99.16% | 99.16% |
14/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 92,677 CHF | 31,642 CHF | 99.16% | 99.16% |
13/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 89,280 CHF | 30,510 CHF | 99.16% | 99.16% |
12/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 87,515 CHF | 29,922 CHF | 99.16% | 99.16% |
11/11/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 96,106 CHF | 32,785 CHF | 99.16% | 99.16% |
08/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 95,753 CHF | 32,668 CHF | 99.16% | 99.16% |
07/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 94,815 CHF | 32,355 CHF | 98.18% | 98.18% |