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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 50,763 CHF | 51,813 CHF | 99.96% | 99.96% |
27/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 105,000 | 105,000 | 107,153 | 107,153 | 49,699 CHF | 50,770 CHF | 99.91% | 99.91% |
26/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 49,812 CHF | 50,862 CHF | 99.81% | 99.81% |
25/11/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 105,000 | 105,000 | 105,079 | 105,079 | 49,310 CHF | 50,361 CHF | 99.90% | 99.90% |
22/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 49,703 CHF | 50,803 CHF | 99.69% | 99.69% |
20/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 49,220 CHF | 50,320 CHF | 99.63% | 99.63% |
19/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 47,456 CHF | 48,556 CHF | 99.82% | 99.82% |
18/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 47,747 CHF | 48,847 CHF | 99.69% | 99.69% |
15/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 47,240 CHF | 48,340 CHF | 100.00% | 100.00% |
14/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 46,047 CHF | 47,147 CHF | 99.95% | 99.95% |