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 | 3.40% | 0.30 CHF | 0.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 36,119 CHF | 37,369 CHF | 100.00% | 100.00% |
19/11/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 35,242 CHF | 36,492 CHF | 100.00% | 100.00% |
18/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 32,978 CHF | 34,228 CHF | 100.00% | 100.00% |
15/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 33,705 CHF | 34,955 CHF | 100.00% | 100.00% |
14/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,924 CHF | 28,924 CHF | 100.00% | 100.00% |
13/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 35,296 CHF | 36,546 CHF | 100.00% | 100.00% |
12/11/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 34,028 CHF | 35,278 CHF | 100.00% | 100.00% |
11/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 32,969 CHF | 34,219 CHF | 100.00% | 100.00% |
08/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,251 CHF | 29,251 CHF | 100.00% | 100.00% |
07/11/2024 | 3.59% | 0.29 CHF | 0.30 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 34,219 CHF | 35,469 CHF | 100.00% | 100.00% |