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 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 52,317 CHF | 17,939 CHF | 99.17% | 99.17% |
19/11/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 51,105 CHF | 17,535 CHF | 99.17% | 99.17% |
18/11/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 54,023 CHF | 18,508 CHF | 99.22% | 99.22% |
15/11/2024 | 2.74% | 0.39 CHF | 0.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 53,963 CHF | 18,488 CHF | 99.16% | 99.16% |
14/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 51,597 CHF | 17,699 CHF | 99.15% | 99.15% |
13/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 150,000 | 50,000 | 161,536 | 53,845 | 52,185 CHF | 17,933 CHF | 99.16% | 99.16% |
12/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 225,000 | 75,000 | 219,584 | 73,195 | 67,961 CHF | 23,385 CHF | 99.15% | 99.15% |
11/11/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 56,018 CHF | 19,173 CHF | 99.16% | 99.16% |
08/11/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 55,240 CHF | 18,913 CHF | 99.16% | 99.16% |
07/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 55,244 CHF | 18,915 CHF | 98.18% | 98.18% |