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 | 2.59% | 0.39 CHF | 0.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 57,143 CHF | 19,548 CHF | 98.93% | 98.93% |
19/11/2024 | 3.02% | 0.36 CHF | 0.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 49,160 CHF | 16,887 CHF | 98.90% | 98.90% |
18/11/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 42,542 CHF | 14,681 CHF | 97.02% | 97.02% |
15/11/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 37,453 CHF | 12,984 CHF | 99.37% | 99.37% |
14/11/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 44,389 CHF | 15,296 CHF | 99.37% | 99.37% |
13/11/2024 | 2.69% | 0.33 CHF | 0.34 CHF | 150,000 | 50,000 | 150,000 | 49,998 | 55,197 CHF | 18,898 CHF | 96.85% | 96.85% |
12/11/2024 | 2.33% | 0.36 CHF | 0.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 63,853 CHF | 21,785 CHF | 96.82% | 96.82% |
11/11/2024 | 2.02% | 0.45 CHF | 0.46 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 73,492 CHF | 24,997 CHF | 98.88% | 98.88% |
08/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 150,000 | 50,000 | 149,998 | 50,000 | 71,295 CHF | 24,266 CHF | 93.76% | 93.76% |
07/11/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 150,000 | 50,000 | 150,000 | 49,998 | 65,321 CHF | 22,272 CHF | 98.69% | 98.69% |