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 | 1.94% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 107,535 | 107,535 | 54,684 CHF | 55,759 CHF | 99.37% | 99.37% |
19/11/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 106,817 | 106,816 | 53,833 CHF | 54,901 CHF | 99.31% | 99.31% |
18/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,070 | 100,070 | 54,843 CHF | 55,844 CHF | 99.28% | 99.28% |
15/11/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 118,970 | 118,970 | 58,269 CHF | 59,459 CHF | 99.37% | 99.37% |
14/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 121,594 | 121,594 | 58,827 CHF | 60,043 CHF | 99.35% | 99.35% |
13/11/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 122,935 | 122,935 | 58,163 CHF | 59,392 CHF | 99.37% | 99.37% |
12/11/2024 | 1.95% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 103,149 | 103,149 | 52,285 CHF | 53,316 CHF | 99.07% | 99.07% |
11/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,924 CHF | 54,924 CHF | 99.24% | 99.24% |
08/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 103,403 | 103,403 | 52,672 CHF | 53,706 CHF | 99.39% | 99.39% |
07/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,952 CHF | 57,952 CHF | 99.24% | 99.24% |