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 | 2.46% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 131,410 | 131,411 | 52,658 CHF | 53,972 CHF | 99.83% | 99.83% |
19/11/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 129,569 | 129,569 | 55,220 CHF | 56,515 CHF | 99.83% | 99.83% |
18/11/2024 | 2.48% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 138,346 | 138,347 | 55,153 CHF | 56,537 CHF | 100.00% | 100.00% |
15/11/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 133,303 | 133,300 | 52,839 CHF | 54,171 CHF | 100.00% | 100.00% |
14/11/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 126,303 | 126,302 | 53,462 CHF | 54,724 CHF | 100.00% | 100.00% |
13/11/2024 | 2.66% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 148,139 | 148,138 | 54,981 CHF | 56,462 CHF | 99.97% | 99.97% |
12/11/2024 | 1.56% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,767 CHF | 64,767 CHF | 100.00% | 100.00% |
11/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,039 CHF | 72,039 CHF | 99.78% | 99.78% |
08/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,278 CHF | 66,278 CHF | 100.00% | 100.00% |
07/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,098 CHF | 68,098 CHF | 99.69% | 99.69% |