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 | 2.38% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 94,330 | 94,330 | 39,731 CHF | 40,676 CHF | 99.78% | 99.78% |
19/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 260,000 | 260,000 | 95,621 | 95,621 | 38,429 CHF | 39,387 CHF | 99.57% | 99.57% |
18/11/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 270,000 | 270,000 | 98,957 | 98,957 | 39,308 CHF | 40,299 CHF | 99.43% | 99.43% |
15/11/2024 | 2.26% | 0.40 CHF | 0.41 CHF | 240,000 | 240,000 | 91,001 | 91,001 | 39,602 CHF | 40,515 CHF | 99.17% | 99.17% |
14/11/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 230,000 | 230,000 | 84,610 | 84,610 | 46,299 CHF | 47,149 CHF | 99.72% | 99.72% |
13/11/2024 | 1.64% | 0.54 CHF | 0.55 CHF | 210,000 | 210,000 | 81,548 | 81,548 | 49,155 CHF | 49,974 CHF | 99.34% | 99.34% |
12/11/2024 | 1.43% | 0.61 CHF | 0.62 CHF | 190,000 | 190,000 | 67,698 | 67,698 | 45,470 CHF | 46,149 CHF | 98.03% | 98.03% |
11/11/2024 | 1.15% | 0.80 CHF | 0.81 CHF | 180,000 | 180,000 | 67,400 | 67,400 | 57,633 CHF | 58,310 CHF | 98.90% | 98.90% |
08/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 170,000 | 170,000 | 64,688 | 64,688 | 62,034 CHF | 62,684 CHF | 99.37% | 99.37% |
07/11/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 170,000 | 170,000 | 66,388 | 66,388 | 65,657 CHF | 66,325 CHF | 98.85% | 98.85% |