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 | 2.76% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 154,390 | 154,390 | 55,369 CHF | 56,913 CHF | 97.92% | 97.92% |
19/11/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,167 | 175,168 | 53,502 CHF | 55,254 CHF | 99.99% | 99.99% |
18/11/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 137,503 | 137,503 | 54,351 CHF | 55,726 CHF | 99.94% | 99.94% |
15/11/2024 | 2.01% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 112,626 | 112,626 | 55,306 CHF | 56,432 CHF | 97.76% | 97.76% |
14/11/2024 | 2.04% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 117,935 | 117,935 | 56,983 CHF | 58,163 CHF | 100.00% | 100.00% |
13/11/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 167,450 | 167,450 | 54,383 CHF | 56,057 CHF | 100.00% | 100.00% |
12/11/2024 | 2.09% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 119,285 | 119,285 | 56,376 CHF | 57,569 CHF | 99.98% | 99.98% |
11/11/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 97,668 | 97,668 | 63,003 CHF | 63,980 CHF | 100.00% | 100.00% |
08/11/2024 | 1.88% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 101,944 | 101,943 | 53,938 CHF | 54,957 CHF | 98.38% | 98.38% |
07/11/2024 | 1.61% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 95,957 | 95,957 | 58,970 CHF | 59,930 CHF | 94.34% | 94.34% |