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 | 2.16% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 102,990 CHF | 35,080 CHF | 99.16% | 99.16% |
19/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 102,090 CHF | 34,780 CHF | 99.17% | 99.17% |
18/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 106,093 CHF | 36,114 CHF | 99.22% | 99.22% |
15/11/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 106,286 CHF | 36,179 CHF | 99.16% | 99.16% |
14/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 103,275 CHF | 35,175 CHF | 99.15% | 99.15% |
13/11/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 99,459 CHF | 33,903 CHF | 99.16% | 99.16% |
12/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 96,381 CHF | 32,877 CHF | 99.15% | 99.15% |
11/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 107,721 CHF | 36,657 CHF | 99.16% | 99.16% |
08/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 105,999 CHF | 36,083 CHF | 99.17% | 99.17% |
07/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 106,641 CHF | 36,297 CHF | 98.19% | 98.19% |