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 | 3.91% | 0.60 CHF | 0.61 CHF | 195,000 | 195,000 | 86,995 | 86,995 | 51,397 CHF | 52,972 CHF | 99.89% | 99.89% |
19/11/2024 | 4.47% | 0.57 CHF | 0.58 CHF | 195,000 | 195,000 | 80,355 | 80,355 | 44,085 CHF | 45,529 CHF | 100.00% | 100.00% |
18/11/2024 | 3.75% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 89,572 | 89,572 | 43,990 CHF | 45,392 CHF | 99.89% | 99.89% |
15/11/2024 | 3.82% | 0.47 CHF | 0.48 CHF | 205,000 | 205,000 | 91,450 | 91,450 | 42,454 CHF | 43,841 CHF | 99.89% | 99.89% |
14/11/2024 | 4.33% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 68,838 | 68,838 | 34,687 CHF | 35,722 CHF | 100.00% | 100.00% |
13/11/2024 | 3.96% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 87,856 | 87,856 | 49,626 CHF | 51,209 CHF | 99.92% | 99.92% |
12/11/2024 | 3.59% | 0.57 CHF | 0.58 CHF | 195,000 | 195,000 | 86,099 | 86,099 | 53,620 CHF | 55,171 CHF | 99.85% | 99.85% |
11/11/2024 | 3.28% | 0.66 CHF | 0.67 CHF | 190,000 | 190,000 | 83,934 | 83,934 | 57,736 CHF | 59,250 CHF | 99.63% | 99.63% |
08/11/2024 | 3.38% | 0.68 CHF | 0.69 CHF | 190,000 | 190,000 | 85,023 | 85,023 | 57,456 CHF | 58,995 CHF | 100.00% | 100.00% |
07/11/2024 | 3.60% | 0.67 CHF | 0.68 CHF | 190,000 | 190,000 | 85,393 | 85,393 | 55,587 CHF | 57,135 CHF | 100.00% | 100.00% |