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 | 2.73% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,281 CHF | 55,781 CHF | 99.37% | 99.37% |
19/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,597 CHF | 54,097 CHF | 99.29% | 99.29% |
18/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 151,293 | 151,293 | 51,639 CHF | 53,152 CHF | 99.31% | 99.31% |
15/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,533 | 174,533 | 56,405 CHF | 58,151 CHF | 99.39% | 99.39% |
14/11/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,139 CHF | 54,639 CHF | 99.36% | 99.36% |
13/11/2024 | 3.01% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 169,244 | 169,244 | 55,465 CHF | 57,158 CHF | 99.37% | 99.37% |
12/11/2024 | 3.59% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,746 CHF | 56,746 CHF | 99.09% | 99.09% |
11/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,739 | 199,739 | 53,984 CHF | 55,981 CHF | 99.29% | 99.29% |
08/11/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,500 | 200,500 | 54,434 CHF | 56,439 CHF | 99.39% | 99.39% |
07/11/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 224,038 | 224,037 | 53,010 CHF | 55,250 CHF | 99.26% | 99.26% |