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 | 2.64% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 75,246 CHF | 77,246 CHF | 100.00% | 100.00% |
19/11/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,049 CHF | 68,049 CHF | 99.52% | 99.52% |
18/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,742 CHF | 88,742 CHF | 99.94% | 99.94% |
15/11/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,785 CHF | 86,785 CHF | 100.00% | 100.00% |
14/11/2024 | 2.81% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,587 CHF | 72,587 CHF | 100.00% | 100.00% |
13/11/2024 | 3.14% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,024 CHF | 65,024 CHF | 100.00% | 100.00% |
12/11/2024 | 2.70% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 73,393 CHF | 75,393 CHF | 99.98% | 99.98% |
11/11/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 80,991 CHF | 82,991 CHF | 100.00% | 100.00% |
08/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,341 CHF | 71,341 CHF | 98.94% | 98.94% |
07/11/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 85,077 CHF | 87,077 CHF | 85.74% | 85.74% |