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 | 2.71% | 0.36 CHF | 0.37 CHF | 375,000 | 375,000 | 167,036 | 167,036 | 62,250 CHF | 63,924 CHF | 99.17% | 99.17% |
19/11/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 380,000 | 380,000 | 167,492 | 167,492 | 62,023 CHF | 63,701 CHF | 99.24% | 99.24% |
18/11/2024 | 3.00% | 0.35 CHF | 0.36 CHF | 375,000 | 375,000 | 161,141 | 161,141 | 54,097 CHF | 55,711 CHF | 97.87% | 97.87% |
15/11/2024 | 2.41% | 0.36 CHF | 0.37 CHF | 375,000 | 375,000 | 118,256 | 118,256 | 46,120 CHF | 47,306 CHF | 96.40% | 96.40% |
14/11/2024 | 3.89% | 0.40 CHF | 0.41 CHF | 380,000 | 380,000 | 124,007 | 124,007 | 51,328 CHF | 52,736 CHF | 86.48% | 86.48% |
13/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 420,000 | 420,000 | 186,381 | 186,381 | 105,803 CHF | 107,670 CHF | 99.05% | 99.05% |
12/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 425,000 | 425,000 | 187,932 | 187,932 | 108,426 CHF | 110,309 CHF | 99.57% | 99.57% |
11/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 425,000 | 425,000 | 188,428 | 188,428 | 110,795 CHF | 112,683 CHF | 98.85% | 98.85% |
08/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 435,000 | 435,000 | 194,109 | 194,109 | 117,105 CHF | 119,050 CHF | 99.77% | 99.77% |
07/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 435,000 | 435,000 | 192,492 | 192,492 | 114,926 CHF | 116,855 CHF | 99.46% | 99.46% |