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 | 2.59% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,154 | 149,154 | 56,908 CHF | 58,400 CHF | 99.80% | 99.80% |
19/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,385 CHF | 54,635 CHF | 99.71% | 99.71% |
18/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,063 CHF | 53,313 CHF | 99.70% | 99.70% |
15/11/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,401 CHF | 52,651 CHF | 99.80% | 99.80% |
14/11/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,518 | 125,518 | 50,886 CHF | 52,141 CHF | 99.80% | 99.80% |
13/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,775 | 125,775 | 50,303 CHF | 51,561 CHF | 99.80% | 99.80% |
12/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,493 CHF | 53,743 CHF | 99.49% | 99.49% |
11/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,679 CHF | 52,929 CHF | 99.71% | 99.71% |
08/11/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,963 CHF | 53,213 CHF | 99.80% | 99.80% |
07/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 136,179 | 136,179 | 53,832 CHF | 55,194 CHF | 95.68% | 95.68% |