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 | 2.09% | 0.41 CHF | 0.42 CHF | 160,000 | 160,000 | 88,973 | 88,973 | 42,064 CHF | 42,955 CHF | 99.77% | 99.77% |
19/11/2024 | 2.88% | 0.46 CHF | 0.47 CHF | 170,000 | 170,000 | 89,587 | 89,587 | 35,385 CHF | 36,391 CHF | 99.54% | 99.54% |
18/11/2024 | 2.77% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 109,719 | 109,719 | 40,127 CHF | 41,226 CHF | 99.90% | 99.90% |
15/11/2024 | 2.55% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 92,928 | 92,928 | 35,935 CHF | 36,866 CHF | 94.04% | 94.04% |
14/11/2024 | 1.98% | 0.44 CHF | 0.45 CHF | 160,000 | 160,000 | 82,941 | 82,941 | 43,625 CHF | 44,489 CHF | 90.40% | 90.40% |
13/11/2024 | 1.63% | 0.57 CHF | 0.58 CHF | 150,000 | 150,000 | 79,439 | 79,439 | 49,217 CHF | 50,014 CHF | 100.00% | 100.00% |
12/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 82,924 | 82,924 | 50,296 CHF | 51,129 CHF | 99.15% | 99.15% |
11/11/2024 | 1.84% | 0.59 CHF | 0.60 CHF | 160,000 | 160,000 | 89,115 | 89,115 | 50,152 CHF | 51,046 CHF | 99.90% | 99.90% |
08/11/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 150,000 | 150,000 | 79,198 | 79,198 | 46,702 CHF | 47,498 CHF | 91.30% | 91.30% |
07/11/2024 | 1.91% | 0.57 CHF | 0.58 CHF | 170,000 | 170,000 | 92,401 | 92,401 | 50,059 CHF | 50,987 CHF | 88.25% | 88.25% |