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 | 1.94% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 61,213 CHF | 62,413 CHF | 99.47% | 99.47% |
19/11/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 57,302 CHF | 58,502 CHF | 100.00% | 100.00% |
18/11/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 59,878 CHF | 61,078 CHF | 99.89% | 99.89% |
15/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 58,932 CHF | 60,132 CHF | 100.00% | 100.00% |
14/11/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 57,192 CHF | 58,392 CHF | 98.59% | 98.59% |
13/11/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 57,881 CHF | 59,081 CHF | 100.00% | 100.00% |
12/11/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 62,941 CHF | 64,141 CHF | 99.88% | 99.88% |
11/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 65,174 CHF | 66,374 CHF | 100.00% | 100.00% |
08/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 64,716 CHF | 65,916 CHF | 99.04% | 99.04% |
07/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 67,711 CHF | 68,911 CHF | 100.00% | 100.00% |