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 | 2.17% | 0.47 CHF | 0.48 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 79,604 CHF | 81,354 CHF | 99.58% | 99.58% |
19/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 82,125 CHF | 83,875 CHF | 99.50% | 99.50% |
18/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 76,547 CHF | 78,297 CHF | 99.58% | 99.58% |
15/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 65,816 CHF | 67,316 CHF | 98.94% | 98.94% |
14/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 70,858 CHF | 72,358 CHF | 99.47% | 99.47% |
13/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 69,770 CHF | 71,270 CHF | 99.51% | 99.51% |
12/11/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,879 CHF | 91,879 CHF | 99.55% | 99.55% |
11/11/2024 | 2.54% | 0.41 CHF | 0.42 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 68,156 CHF | 69,906 CHF | 99.59% | 99.59% |
08/11/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 95,558 CHF | 97,808 CHF | 99.15% | 99.20% |
07/11/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 66,465 CHF | 68,215 CHF | 99.53% | 99.53% |