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 | 2.14% | 0.45 CHF | 0.46 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 36,935 CHF | 37,735 CHF | 100.00% | 100.00% |
19/11/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 31,469 CHF | 32,169 CHF | 100.00% | 100.00% |
18/11/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 38,345 CHF | 39,145 CHF | 100.00% | 100.00% |
15/11/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 37,559 CHF | 38,359 CHF | 100.00% | 100.00% |
14/11/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 39,398 CHF | 40,298 CHF | 100.00% | 100.00% |
13/11/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 33,319 CHF | 34,219 CHF | 100.00% | 100.00% |
12/11/2024 | 2.36% | 0.36 CHF | 0.37 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 33,523 CHF | 34,323 CHF | 100.00% | 100.00% |
11/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 37,553 CHF | 38,353 CHF | 100.00% | 100.00% |
08/11/2024 | 2.05% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 33,900 CHF | 34,600 CHF | 100.00% | 100.00% |
07/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 36,955 CHF | 37,655 CHF | 100.00% | 100.00% |