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% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 105,297 | 105,297 | 53,568 CHF | 54,621 CHF | 99.39% | 99.39% |
19/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 121,609 | 121,609 | 56,355 CHF | 57,571 CHF | 99.29% | 99.29% |
18/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,898 CHF | 53,898 CHF | 99.27% | 99.27% |
15/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 102,407 | 102,407 | 52,021 CHF | 53,045 CHF | 99.38% | 99.38% |
14/11/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 124,742 | 124,742 | 58,816 CHF | 60,064 CHF | 99.39% | 99.39% |
13/11/2024 | 2.20% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,263 | 125,263 | 56,491 CHF | 57,744 CHF | 99.36% | 99.36% |
12/11/2024 | 1.97% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 105,241 | 105,241 | 52,942 CHF | 53,995 CHF | 99.05% | 99.05% |
11/11/2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 114,212 | 114,212 | 56,448 CHF | 57,590 CHF | 99.28% | 99.28% |
08/11/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,114 | 125,114 | 54,216 CHF | 55,467 CHF | 99.38% | 99.38% |
07/11/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,882 CHF | 56,882 CHF | 99.27% | 99.27% |