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 | 3.17% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 62,135 CHF | 64,135 CHF | 99.81% | 99.81% |
19/11/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,274 CHF | 54,274 CHF | 99.72% | 99.72% |
18/11/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,408 CHF | 61,408 CHF | 99.71% | 99.71% |
15/11/2024 | 2.86% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,009 CHF | 71,009 CHF | 99.81% | 99.81% |
14/11/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,823 CHF | 74,823 CHF | 99.81% | 99.81% |
13/11/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,484 CHF | 71,484 CHF | 99.81% | 99.81% |
12/11/2024 | 2.51% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,945 CHF | 80,945 CHF | 90.18% | 90.18% |