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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/12/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 39,572 CHF | 40,564 CHF | 100.00% | 100.00% |
09/12/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 38,486 CHF | 39,478 CHF | 100.00% | 100.00% |
06/12/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 37,404 CHF | 38,396 CHF | 100.00% | 100.00% |
05/12/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 37,230 CHF | 38,222 CHF | 100.00% | 100.00% |
04/12/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 37,712 CHF | 38,703 CHF | 100.00% | 100.00% |
03/12/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 36,966 CHF | 37,958 CHF | 100.00% | 100.00% |
02/12/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 36,809 CHF | 37,800 CHF | 100.00% | 100.00% |
29/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 38,522 CHF | 39,513 CHF | 100.00% | 100.00% |
28/11/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 38,653 CHF | 39,644 CHF | 100.00% | 100.00% |
27/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 39,440 CHF | 40,431 CHF | 100.00% | 100.00% |