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 | 2.22% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 71,270 | 71,270 | 32,211 CHF | 32,925 CHF | 99.90% | 99.90% |
19/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 130,000 | 130,000 | 71,492 | 71,492 | 33,232 CHF | 33,949 CHF | 98.91% | 98.91% |
18/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 71,235 | 71,235 | 36,239 CHF | 36,954 CHF | 99.58% | 99.58% |
15/11/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 130,000 | 130,000 | 71,161 | 71,161 | 37,366 CHF | 38,080 CHF | 99.89% | 99.89% |
14/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 130,000 | 130,000 | 72,506 | 72,506 | 39,307 CHF | 40,034 CHF | 98.84% | 98.84% |
13/11/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 130,000 | 130,000 | 71,374 | 71,374 | 36,151 CHF | 36,866 CHF | 100.00% | 100.00% |
12/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 66,549 | 66,549 | 33,392 CHF | 34,061 CHF | 100.00% | 100.00% |
11/11/2024 | 2.40% | 0.47 CHF | 0.48 CHF | 130,000 | 130,000 | 70,791 | 70,791 | 31,041 CHF | 31,756 CHF | 99.93% | 99.93% |
08/11/2024 | 4.63% | 0.40 CHF | 0.41 CHF | 130,000 | 130,000 | 49,044 | 49,044 | 19,402 CHF | 19,940 CHF | 100.00% | 100.00% |
07/11/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 57,282 | 57,282 | 22,469 CHF | 23,043 CHF | 98.68% | 98.68% |