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 | 2.68% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,267 | 150,267 | 55,485 CHF | 56,988 CHF | 97.92% | 97.92% |
19/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 155,732 | 155,732 | 53,472 CHF | 55,029 CHF | 98.93% | 98.93% |
18/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 148,945 | 148,945 | 56,690 CHF | 58,179 CHF | 99.94% | 99.94% |
15/11/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,332 | 125,332 | 51,385 CHF | 52,639 CHF | 97.92% | 97.92% |
14/11/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 129,379 | 129,379 | 52,673 CHF | 53,967 CHF | 100.00% | 100.00% |
13/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 155,645 | 155,645 | 53,799 CHF | 55,356 CHF | 100.00% | 100.00% |
12/11/2024 | 2.45% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 128,814 | 128,814 | 51,796 CHF | 53,084 CHF | 99.98% | 99.98% |
11/11/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,000 CHF | 58,250 CHF | 100.00% | 100.00% |
08/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,245 CHF | 53,495 CHF | 98.38% | 98.38% |
07/11/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,493 CHF | 56,743 CHF | 94.35% | 94.35% |