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 | 2.05% | 0.47 CHF | 0.48 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 72,467 CHF | 24,656 CHF | 99.38% | 99.38% |
19/11/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 71,395 CHF | 24,298 CHF | 99.38% | 99.38% |
18/11/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 67,270 CHF | 22,923 CHF | 97.61% | 97.61% |
15/11/2024 | 1.86% | 0.47 CHF | 0.48 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 80,192 CHF | 27,231 CHF | 99.38% | 99.38% |
14/11/2024 | 1.80% | 0.51 CHF | 0.52 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 84,014 CHF | 28,505 CHF | 93.44% | 93.44% |
13/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 101,976 CHF | 34,492 CHF | 96.85% | 96.85% |
12/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 103,616 CHF | 35,039 CHF | 96.85% | 96.85% |
11/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 105,855 CHF | 35,785 CHF | 99.14% | 99.14% |
08/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 106,750 CHF | 36,083 CHF | 90.38% | 90.38% |
07/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 106,375 CHF | 35,958 CHF | 97.31% | 97.31% |