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 | 3.61% | 0.83 CHF | 0.86 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 31,918 CHF | 33,090 CHF | 100.00% | 100.00% |
19/11/2024 | 3.84% | 0.79 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,641 CHF | 20,410 CHF | 99.99% | 99.99% |
18/11/2024 | 4.03% | 0.81 CHF | 0.84 CHF | 37,500 | 37,500 | 31,986 | 31,986 | 25,623 CHF | 26,639 CHF | 100.00% | 100.00% |
15/11/2024 | 4.10% | 0.77 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,300 CHF | 19,066 CHF | 99.90% | 99.90% |
14/11/2024 | 4.10% | 0.81 CHF | 0.84 CHF | 25,000 | 25,000 | 25,036 | 25,017 | 18,449 CHF | 19,206 CHF | 97.31% | 97.31% |
13/11/2024 | 3.66% | 0.82 CHF | 0.85 CHF | 37,500 | 37,500 | 37,076 | 37,076 | 30,407 CHF | 31,537 CHF | 98.65% | 98.65% |
12/11/2024 | 3.85% | 0.74 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,803 CHF | 20,578 CHF | 96.80% | 96.80% |
11/11/2024 | 3.44% | 0.87 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,019 CHF | 22,790 CHF | 99.56% | 99.56% |
08/11/2024 | 3.55% | 0.87 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,630 CHF | 22,412 CHF | 99.41% | 99.41% |
07/11/2024 | 3.32% | 0.90 CHF | 0.93 CHF | 25,000 | 25,000 | 26,633 | 25,958 | 24,635 CHF | 24,763 CHF | 97.38% | 97.39% |