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 | 2.19% | 0.44 CHF | 0.45 CHF | 230,000 | 230,000 | 221,017 | 221,017 | 99,604 CHF | 101,814 CHF | 99.43% | 99.43% |
19/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 230,000 | 230,000 | 227,605 | 227,605 | 99,396 CHF | 101,672 CHF | 100.00% | 100.00% |
18/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 220,000 | 220,000 | 219,092 | 219,092 | 100,836 CHF | 103,027 CHF | 99.88% | 99.88% |
15/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 100,611 CHF | 102,802 CHF | 100.00% | 100.00% |
14/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 220,000 | 220,000 | 223,227 | 223,227 | 98,733 CHF | 100,966 CHF | 98.59% | 98.59% |
13/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 230,000 | 230,000 | 221,159 | 221,159 | 100,026 CHF | 102,237 CHF | 100.00% | 100.00% |
12/11/2024 | 2.20% | 0.42 CHF | 0.43 CHF | 230,000 | 230,000 | 220,835 | 220,835 | 99,451 CHF | 101,659 CHF | 99.90% | 99.90% |
11/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 107,735 CHF | 109,926 CHF | 100.00% | 100.00% |
08/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 220,000 | 220,000 | 219,083 | 219,083 | 103,676 CHF | 105,867 CHF | 99.05% | 99.05% |
07/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 108,458 CHF | 110,649 CHF | 100.00% | 100.00% |