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 | 1.87% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,257 CHF | 108,257 CHF | 99.53% | 99.53% |
19/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,703 CHF | 107,703 CHF | 99.55% | 99.55% |
18/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,602 CHF | 91,602 CHF | 99.57% | 99.57% |
15/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 96,560 CHF | 98,560 CHF | 98.92% | 98.92% |
14/11/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,563 CHF | 115,563 CHF | 98.73% | 98.73% |
13/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 127,823 CHF | 129,823 CHF | 96.13% | 96.13% |
12/11/2024 | 1.95% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,753 CHF | 103,753 CHF | 99.55% | 99.55% |
11/11/2024 | 1.88% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,392 CHF | 107,392 CHF | 99.57% | 99.57% |
08/11/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,742 CHF | 109,742 CHF | 99.52% | 99.52% |
07/11/2024 | 2.27% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,495 CHF | 89,495 CHF | 99.24% | 99.24% |