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 | 3.00% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,645 CHF | 67,645 CHF | 95.88% | 95.88% |
19/11/2024 | 3.61% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,586 CHF | 56,586 CHF | 99.20% | 99.20% |
18/11/2024 | 3.63% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,034 CHF | 28,034 CHF | 95.73% | 95.73% |
15/11/2024 | 3.18% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,523 CHF | 48,023 CHF | 95.83% | 95.83% |
14/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,698 CHF | 59,198 CHF | 95.84% | 95.84% |
13/11/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,119 CHF | 57,619 CHF | 99.84% | 99.84% |
12/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,652 CHF | 58,152 CHF | 99.66% | 99.66% |
11/11/2024 | 2.41% | 0.44 CHF | 0.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 61,471 CHF | 62,971 CHF | 95.73% | 95.73% |
08/11/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 51,194 CHF | 52,694 CHF | 99.93% | 99.93% |
07/11/2024 | 3.06% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 48,444 CHF | 49,944 CHF | 95.74% | 95.74% |