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 | 1.53% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 146,415 CHF | 49,555 CHF | 99.17% | 99.17% |
19/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 145,250 CHF | 49,167 CHF | 99.17% | 99.17% |
18/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 149,598 CHF | 50,616 CHF | 99.22% | 99.22% |
15/11/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 149,580 CHF | 50,610 CHF | 99.17% | 99.17% |
14/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 146,349 CHF | 49,533 CHF | 99.16% | 99.16% |
13/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 141,572 CHF | 47,941 CHF | 99.16% | 99.16% |
12/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 137,946 CHF | 46,732 CHF | 99.16% | 99.16% |
11/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 151,665 CHF | 51,305 CHF | 99.16% | 99.16% |
08/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 149,670 CHF | 50,640 CHF | 99.16% | 99.16% |
07/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 150,307 CHF | 50,852 CHF | 98.19% | 98.19% |