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 | 3.75% | 0.28 CHF | 0.28 CHF | 140,000 | 140,000 | 66,433 | 66,433 | 18,076 CHF | 18,742 CHF | 99.41% | 99.41% |
19/11/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 65,674 | 65,674 | 16,304 CHF | 16,965 CHF | 100.00% | 100.00% |
18/11/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 130,000 | 130,000 | 63,721 | 63,721 | 21,426 CHF | 22,064 CHF | 99.83% | 99.83% |
15/11/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 130,000 | 130,000 | 63,698 | 63,698 | 19,702 CHF | 20,340 CHF | 99.72% | 99.72% |
14/11/2024 | 2.62% | 0.36 CHF | 0.37 CHF | 130,000 | 130,000 | 56,863 | 56,863 | 21,543 CHF | 22,113 CHF | 98.31% | 98.31% |
13/11/2024 | 2.90% | 0.39 CHF | 0.40 CHF | 130,000 | 130,000 | 63,125 | 63,125 | 22,537 CHF | 23,171 CHF | 99.97% | 99.97% |
12/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 130,000 | 130,000 | 62,959 | 62,959 | 22,722 CHF | 23,356 CHF | 99.07% | 99.07% |
11/11/2024 | 3.74% | 0.36 CHF | 0.37 CHF | 160,000 | 160,000 | 71,516 | 71,516 | 21,361 CHF | 22,082 CHF | 99.90% | 99.90% |
08/11/2024 | 5.37% | 0.22 CHF | 0.23 CHF | 180,000 | 180,000 | 84,175 | 84,175 | 16,436 CHF | 17,282 CHF | 99.06% | 99.06% |
07/11/2024 | 4.98% | 0.21 CHF | 0.22 CHF | 190,000 | 190,000 | 86,039 | 86,039 | 17,699 CHF | 18,563 CHF | 99.68% | 99.68% |