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 | 2.20% | 0.46 CHF | 0.47 CHF | 220,000 | 220,000 | 100,750 | 100,750 | 46,354 CHF | 47,363 CHF | 98.44% | 98.44% |
19/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 230,000 | 230,000 | 100,592 | 100,592 | 44,509 CHF | 45,521 CHF | 98.07% | 98.07% |
18/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 98,352 | 98,352 | 49,024 CHF | 50,008 CHF | 97.06% | 97.06% |
15/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 220,000 | 220,000 | 98,615 | 98,615 | 47,696 CHF | 48,684 CHF | 97.87% | 97.87% |
14/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 210,000 | 210,000 | 97,738 | 97,738 | 51,224 CHF | 52,206 CHF | 83.92% | 83.92% |
13/11/2024 | 2.03% | 0.52 CHF | 0.53 CHF | 210,000 | 210,000 | 97,841 | 97,841 | 49,651 CHF | 50,634 CHF | 91.96% | 91.96% |
12/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 220,000 | 220,000 | 96,750 | 96,750 | 48,875 CHF | 49,848 CHF | 90.47% | 90.47% |
11/11/2024 | 2.27% | 0.50 CHF | 0.51 CHF | 220,000 | 220,000 | 97,149 | 97,149 | 45,323 CHF | 46,302 CHF | 97.79% | 97.79% |
08/11/2024 | 2.62% | 0.42 CHF | 0.43 CHF | 230,000 | 230,000 | 105,047 | 105,047 | 41,632 CHF | 42,688 CHF | 95.44% | 95.44% |
07/11/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 230,000 | 230,000 | 104,045 | 104,045 | 41,692 CHF | 42,737 CHF | 98.94% | 98.94% |