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 | 5.62% | 0.26 CHF | 0.27 CHF | 160,000 | 160,000 | 72,687 | 72,687 | 16,914 CHF | 17,756 CHF | 99.89% | 99.89% |
19/11/2024 | 5.62% | 0.25 CHF | 0.26 CHF | 160,000 | 160,000 | 71,418 | 71,418 | 16,419 CHF | 17,272 CHF | 99.43% | 99.43% |
18/11/2024 | 5.28% | 0.26 CHF | 0.27 CHF | 160,000 | 160,000 | 72,130 | 72,130 | 17,381 CHF | 18,209 CHF | 99.19% | 99.19% |
15/11/2024 | 4.45% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 65,281 | 65,281 | 22,711 CHF | 23,651 CHF | 96.99% | 96.99% |
14/11/2024 | 3.92% | 0.40 CHF | 0.41 CHF | 130,000 | 130,000 | 63,500 | 63,500 | 25,949 CHF | 26,870 CHF | 99.66% | 99.66% |
13/11/2024 | 3.47% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 63,161 | 63,161 | 29,579 CHF | 30,496 CHF | 99.98% | 99.98% |
12/11/2024 | 2.91% | 0.58 CHF | 0.59 CHF | 130,000 | 130,000 | 57,245 | 57,245 | 34,293 CHF | 35,161 CHF | 98.75% | 98.75% |
11/11/2024 | 3.05% | 0.66 CHF | 0.67 CHF | 120,000 | 120,000 | 58,647 | 58,647 | 35,873 CHF | 36,793 CHF | 99.85% | 99.85% |
08/11/2024 | 2.92% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 61,016 | 61,016 | 36,469 CHF | 37,414 CHF | 97.72% | 97.72% |
07/11/2024 | 5.87% | 0.59 CHF | 0.60 CHF | 140,000 | 140,000 | 41,918 | 41,918 | 22,342 CHF | 23,122 CHF | 95.35% | 95.35% |