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 | 1.94% | 0.53 CHF | 0.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 153,549 CHF | 156,549 CHF | 100.00% | 100.00% |
19/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 154,872 CHF | 157,872 CHF | 99.89% | 99.89% |
18/11/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 297,071 | 297,071 | 144,375 CHF | 147,346 CHF | 100.00% | 100.00% |
15/11/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 290,000 | 290,000 | 290,585 | 290,585 | 134,132 CHF | 137,038 CHF | 100.00% | 100.00% |
14/11/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 120,395 CHF | 123,295 CHF | 100.00% | 100.00% |
13/11/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 284,460 | 284,460 | 110,775 CHF | 113,619 CHF | 100.00% | 100.00% |
12/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 285,348 | 285,348 | 112,328 CHF | 115,181 CHF | 99.93% | 99.93% |
11/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 102,568 CHF | 105,368 CHF | 100.00% | 100.00% |
08/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 284,000 | 284,000 | 110,190 CHF | 113,030 CHF | 98.94% | 98.94% |
07/11/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 102,735 CHF | 105,535 CHF | 100.00% | 100.00% |