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 | 4.41% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 235,824 | 235,823 | 52,381 CHF | 54,739 CHF | 99.38% | 99.38% |
19/11/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 241,921 | 241,922 | 51,936 CHF | 54,356 CHF | 99.26% | 99.26% |
18/11/2024 | 2.42% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 132,195 | 132,195 | 53,973 CHF | 55,295 CHF | 99.31% | 99.31% |
15/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 105,127 | 105,127 | 53,654 CHF | 54,705 CHF | 99.39% | 99.39% |
14/11/2024 | 1.52% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 91,207 | 91,207 | 59,453 CHF | 60,365 CHF | 99.34% | 99.34% |
13/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 186,445 | 186,445 | 54,303 CHF | 56,168 CHF | 99.39% | 99.39% |
12/11/2024 | 2.61% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 142,580 | 142,580 | 53,828 CHF | 55,253 CHF | 99.07% | 99.07% |
11/11/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 101,004 | 101,005 | 52,885 CHF | 53,895 CHF | 99.25% | 99.25% |
08/11/2024 | 2.14% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 119,580 | 119,580 | 55,261 CHF | 56,456 CHF | 99.39% | 99.39% |
07/11/2024 | 1.88% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 102,978 | 102,978 | 54,485 CHF | 55,514 CHF | 99.24% | 99.24% |