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 | 2.55% | 0.40 CHF | 0.41 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,086 CHF | 27,786 CHF | 99.44% | 99.44% |
19/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 70,000 | 70,000 | 70,656 | 70,656 | 28,664 CHF | 29,370 CHF | 100.00% | 100.00% |
18/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 26,416 CHF | 27,116 CHF | 99.88% | 99.88% |
15/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,672 CHF | 28,372 CHF | 100.00% | 100.00% |
14/11/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 73,268 | 73,268 | 32,525 CHF | 33,258 CHF | 98.60% | 98.60% |
13/11/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 32,411 CHF | 33,139 CHF | 100.00% | 100.00% |
12/11/2024 | 2.53% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,364 CHF | 28,064 CHF | 99.88% | 99.88% |
11/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 25,666 CHF | 26,366 CHF | 100.00% | 100.00% |
08/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,689 CHF | 28,389 CHF | 99.05% | 99.05% |
07/11/2024 | 2.76% | 0.39 CHF | 0.40 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 25,014 CHF | 25,714 CHF | 100.00% | 100.00% |