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 | 2.48% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 53,080 | 53,080 | 22,027 CHF | 22,560 CHF | 99.07% | 99.07% |
19/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 130,000 | 130,000 | 54,595 | 54,595 | 20,996 CHF | 21,546 CHF | 99.92% | 99.92% |
18/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 53,634 | 53,634 | 26,106 CHF | 26,643 CHF | 99.42% | 99.42% |
15/11/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 120,000 | 120,000 | 53,819 | 53,819 | 24,647 CHF | 25,186 CHF | 99.42% | 99.42% |
14/11/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 120,000 | 120,000 | 53,082 | 53,082 | 28,351 CHF | 28,884 CHF | 97.50% | 97.50% |
13/11/2024 | 2.04% | 0.54 CHF | 0.55 CHF | 120,000 | 120,000 | 53,313 | 53,313 | 27,033 CHF | 27,569 CHF | 99.67% | 99.67% |
12/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 120,000 | 120,000 | 53,278 | 53,278 | 27,039 CHF | 27,574 CHF | 97.78% | 97.78% |
11/11/2024 | 2.49% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 62,717 | 62,717 | 27,353 CHF | 27,985 CHF | 99.47% | 99.47% |
08/11/2024 | 3.32% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 65,459 | 65,459 | 20,729 CHF | 21,386 CHF | 98.99% | 98.99% |
07/11/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 65,355 | 65,355 | 21,405 CHF | 22,062 CHF | 99.68% | 99.68% |