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 | 3.36% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,233 CHF | 30,233 CHF | 99.57% | 99.57% |
19/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,741 CHF | 29,741 CHF | 99.52% | 99.57% |
18/11/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 33,588 CHF | 34,838 CHF | 99.49% | 99.49% |
15/11/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 31,359 CHF | 32,609 CHF | 98.89% | 98.89% |
14/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 34,246 CHF | 35,746 CHF | 99.03% | 99.03% |
13/11/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 32,744 CHF | 34,244 CHF | 99.53% | 99.53% |
12/11/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 31,656 CHF | 33,156 CHF | 99.56% | 99.56% |
11/11/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 30,896 CHF | 32,396 CHF | 99.50% | 99.50% |
08/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 31,175 CHF | 32,675 CHF | 99.53% | 99.53% |
07/11/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 31,229 CHF | 32,729 CHF | 99.51% | 99.51% |