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 | 3.54% | 0.29 CHF | 0.30 CHF | 220,000 | 220,000 | 100,681 | 100,681 | 28,807 CHF | 29,816 CHF | 98.37% | 98.37% |
19/11/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 230,000 | 230,000 | 102,518 | 102,518 | 27,671 CHF | 28,701 CHF | 98.01% | 98.01% |
18/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 220,000 | 220,000 | 100,612 | 100,612 | 32,711 CHF | 33,719 CHF | 99.40% | 99.40% |
15/11/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 220,000 | 220,000 | 100,014 | 100,014 | 30,960 CHF | 31,962 CHF | 98.69% | 98.69% |
14/11/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 220,000 | 220,000 | 99,488 | 99,488 | 34,798 CHF | 35,796 CHF | 97.36% | 97.36% |
13/11/2024 | 3.08% | 0.35 CHF | 0.36 CHF | 220,000 | 220,000 | 98,624 | 98,624 | 32,882 CHF | 33,872 CHF | 98.55% | 98.55% |
12/11/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 220,000 | 220,000 | 99,488 | 99,488 | 33,084 CHF | 34,085 CHF | 97.10% | 97.10% |
11/11/2024 | 3.60% | 0.33 CHF | 0.34 CHF | 230,000 | 230,000 | 103,837 | 103,837 | 30,842 CHF | 31,888 CHF | 99.16% | 99.16% |
08/11/2024 | 4.54% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 114,042 | 114,042 | 26,095 CHF | 27,241 CHF | 97.94% | 97.94% |
07/11/2024 | 4.38% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 113,795 | 113,795 | 26,591 CHF | 27,734 CHF | 99.36% | 99.36% |