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 | 1.88% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 118,871 CHF | 40,374 CHF | 99.16% | 99.16% |
19/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 117,965 CHF | 40,072 CHF | 99.17% | 99.17% |
18/11/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 122,195 CHF | 41,482 CHF | 99.22% | 99.22% |
15/11/2024 | 1.83% | 0.57 CHF | 0.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 122,192 CHF | 41,481 CHF | 99.16% | 99.16% |
14/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 118,307 CHF | 40,186 CHF | 99.15% | 99.15% |
13/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 113,501 CHF | 38,584 CHF | 99.17% | 99.17% |
12/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 111,209 CHF | 37,820 CHF | 99.15% | 99.15% |
11/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 123,251 CHF | 41,834 CHF | 99.16% | 99.16% |
08/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 122,254 CHF | 41,501 CHF | 99.16% | 99.16% |
07/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 122,206 CHF | 41,485 CHF | 98.19% | 98.19% |