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 | 2.25% | 0.48 CHF | 0.49 CHF | 270,000 | 270,000 | 120,511 | 120,511 | 54,585 CHF | 55,796 CHF | 99.66% | 99.66% |
19/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 270,000 | 270,000 | 120,128 | 120,128 | 54,485 CHF | 55,691 CHF | 99.59% | 99.59% |
18/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 270,000 | 270,000 | 116,539 | 116,539 | 58,391 CHF | 59,561 CHF | 98.99% | 98.99% |
15/11/2024 | 2.59% | 0.48 CHF | 0.49 CHF | 270,000 | 270,000 | 90,296 | 90,296 | 39,301 CHF | 40,209 CHF | 98.36% | 98.36% |
14/11/2024 | 6.10% | 0.43 CHF | 0.44 CHF | 310,000 | 310,000 | 125,718 | 125,718 | 50,133 CHF | 51,693 CHF | 59.47% | 88.62% |
13/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 360,000 | 360,000 | 160,355 | 160,355 | 37,604 CHF | 39,214 CHF | 99.61% | 99.61% |
12/11/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 360,000 | 360,000 | 159,368 | 159,368 | 35,729 CHF | 37,330 CHF | 100.00% | 100.00% |
11/11/2024 | 4.87% | 0.22 CHF | 0.23 CHF | 380,000 | 380,000 | 169,289 | 169,289 | 35,682 CHF | 37,382 CHF | 99.90% | 99.90% |
08/11/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 380,000 | 380,000 | 173,271 | 173,271 | 33,464 CHF | 35,203 CHF | 99.80% | 99.80% |
07/11/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 390,000 | 390,000 | 174,266 | 174,266 | 35,242 CHF | 36,992 CHF | 99.82% | 99.82% |