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 | 3.55% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,305 CHF | 57,305 CHF | 99.07% | 99.07% |
19/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 198,884 | 198,884 | 54,873 CHF | 56,862 CHF | 95.93% | 95.93% |
18/11/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,271 CHF | 56,271 CHF | 99.32% | 99.32% |
15/11/2024 | 3.83% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,271 CHF | 53,271 CHF | 99.45% | 99.45% |
14/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,144 CHF | 56,144 CHF | 99.11% | 99.11% |
13/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 178,090 | 178,090 | 48,025 CHF | 49,806 CHF | 98.76% | 98.76% |
12/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 99,678 | 99,678 | 26,941 CHF | 27,938 CHF | 99.09% | 99.09% |
11/11/2024 | 3.72% | 0.28 CHF | 0.29 CHF | 88,000 | 88,000 | 95,775 | 95,775 | 25,315 CHF | 26,273 CHF | 99.32% | 99.32% |