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 | 1.92% | 0.49 CHF | 0.50 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 116,277 CHF | 118,527 CHF | 97.86% | 97.86% |
19/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 109,714 CHF | 111,964 CHF | 98.68% | 98.68% |
18/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 119,247 CHF | 121,497 CHF | 98.77% | 98.77% |
15/11/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 125,340 CHF | 127,590 CHF | 99.92% | 99.92% |
14/11/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 132,454 CHF | 134,704 CHF | 98.26% | 98.26% |
13/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 126,641 CHF | 128,891 CHF | 99.60% | 99.60% |
12/11/2024 | 1.60% | 0.57 CHF | 0.58 CHF | 225,000 | 225,000 | 228,438 | 228,438 | 141,513 CHF | 143,798 CHF | 100.00% | 100.00% |
11/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 256,718 CHF | 260,468 CHF | 100.00% | 100.00% |
08/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 375,000 | 375,000 | 375,302 | 375,302 | 239,110 CHF | 242,863 CHF | 84.81% | 84.81% |
07/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 375,000 | 375,000 | 375,575 | 375,575 | 263,397 CHF | 267,152 CHF | 100.00% | 100.00% |