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 | 2.91% | 0.32 CHF | 0.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 50,878 CHF | 17,459 CHF | 99.38% | 99.38% |
19/11/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 49,889 CHF | 17,130 CHF | 99.38% | 99.38% |
18/11/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 45,220 CHF | 15,573 CHF | 97.52% | 97.52% |
15/11/2024 | 2.56% | 0.32 CHF | 0.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 58,116 CHF | 19,872 CHF | 99.37% | 99.37% |
14/11/2024 | 2.46% | 0.36 CHF | 0.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 62,057 CHF | 21,186 CHF | 93.45% | 93.45% |
13/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 80,216 CHF | 27,239 CHF | 96.89% | 96.89% |
12/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 81,697 CHF | 27,732 CHF | 96.80% | 96.80% |
11/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 83,743 CHF | 28,414 CHF | 99.14% | 99.14% |
08/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 85,108 CHF | 28,869 CHF | 90.38% | 90.38% |
07/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 85,000 CHF | 28,833 CHF | 97.29% | 97.29% |