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 | 3.46% | 0.30 CHF | 0.31 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 19,916 CHF | 20,616 CHF | 99.47% | 99.47% |
19/11/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 70,000 | 70,000 | 70,656 | 70,656 | 21,453 CHF | 22,160 CHF | 100.00% | 100.00% |
18/11/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 19,222 CHF | 19,922 CHF | 99.89% | 99.89% |
15/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 20,446 CHF | 21,146 CHF | 100.00% | 100.00% |
14/11/2024 | 2.90% | 0.32 CHF | 0.33 CHF | 70,000 | 70,000 | 73,270 | 73,270 | 24,976 CHF | 25,709 CHF | 98.66% | 98.66% |
13/11/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 24,835 CHF | 25,563 CHF | 100.00% | 100.00% |
12/11/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 20,168 CHF | 20,868 CHF | 99.88% | 99.88% |
11/11/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 18,422 CHF | 19,122 CHF | 100.00% | 100.00% |
08/11/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 20,414 CHF | 21,114 CHF | 99.04% | 99.04% |
07/11/2024 | 3.87% | 0.28 CHF | 0.29 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,755 CHF | 18,455 CHF | 100.00% | 100.00% |