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 | 1.84% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 121,369 CHF | 41,206 CHF | 99.17% | 99.17% |
19/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 123,113 CHF | 41,788 CHF | 99.16% | 99.16% |
18/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 124,846 CHF | 42,366 CHF | 99.22% | 99.22% |
15/11/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 124,449 CHF | 42,233 CHF | 99.17% | 99.17% |
14/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 116,581 CHF | 39,610 CHF | 99.15% | 99.15% |
13/11/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 110,874 CHF | 37,708 CHF | 99.16% | 99.16% |
12/11/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 105,449 CHF | 35,900 CHF | 99.17% | 99.17% |
11/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 125,032 CHF | 42,427 CHF | 99.16% | 99.16% |
08/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 127,053 CHF | 43,101 CHF | 99.17% | 99.17% |
07/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 121,952 CHF | 41,401 CHF | 98.18% | 98.18% |