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 | 1.62% | 0.65 CHF | 0.66 CHF | 270,000 | 270,000 | 119,965 | 119,965 | 75,445 CHF | 76,650 CHF | 99.21% | 99.21% |
19/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 270,000 | 270,000 | 119,875 | 119,875 | 75,395 CHF | 76,599 CHF | 98.86% | 98.86% |
18/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 270,000 | 270,000 | 116,243 | 116,243 | 78,795 CHF | 79,962 CHF | 98.87% | 98.87% |
15/11/2024 | 1.80% | 0.66 CHF | 0.67 CHF | 270,000 | 270,000 | 89,995 | 89,995 | 55,027 CHF | 55,933 CHF | 97.99% | 97.99% |
14/11/2024 | 3.98% | 0.60 CHF | 0.61 CHF | 280,000 | 280,000 | 114,845 | 114,845 | 65,565 CHF | 67,008 CHF | 58.84% | 87.69% |
13/11/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 310,000 | 310,000 | 139,662 | 139,662 | 54,601 CHF | 56,003 CHF | 99.60% | 99.60% |
12/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 320,000 | 320,000 | 139,715 | 139,715 | 52,778 CHF | 54,182 CHF | 100.00% | 100.00% |
11/11/2024 | 2.83% | 0.37 CHF | 0.38 CHF | 320,000 | 320,000 | 141,571 | 141,571 | 51,482 CHF | 52,904 CHF | 99.90% | 99.90% |
08/11/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 330,000 | 330,000 | 148,988 | 148,988 | 50,633 CHF | 52,128 CHF | 99.57% | 99.57% |
07/11/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 330,000 | 330,000 | 149,025 | 149,025 | 52,157 CHF | 53,654 CHF | 99.86% | 99.86% |