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 | 2.52% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 119,982 | 119,982 | 46,964 CHF | 48,164 CHF | 100.00% | 100.00% |
19/11/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 45,962 CHF | 47,062 CHF | 97.51% | 97.51% |
18/11/2024 | 2.53% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 119,994 | 119,994 | 47,043 CHF | 48,243 CHF | 86.28% | 86.28% |
15/11/2024 | 2.53% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 110,670 | 110,670 | 43,175 CHF | 44,281 CHF | 90.27% | 90.27% |
14/11/2024 | 2.37% | 0.45 CHF | 0.46 CHF | 110,000 | 110,000 | 109,990 | 109,990 | 45,845 CHF | 46,945 CHF | 99.48% | 99.48% |
13/11/2024 | 2.72% | 0.49 CHF | 0.50 CHF | 120,000 | 120,000 | 119,948 | 119,948 | 44,264 CHF | 45,464 CHF | 96.55% | 96.55% |
12/11/2024 | 1.57% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 109,127 | 109,127 | 69,117 CHF | 70,209 CHF | 95.90% | 95.90% |
11/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 70,292 CHF | 71,292 CHF | 99.99% | 99.99% |
08/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 110,000 | 110,000 | 109,982 | 109,982 | 71,077 CHF | 72,177 CHF | 97.99% | 97.99% |
07/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 110,000 | 110,000 | 109,979 | 109,979 | 73,068 CHF | 74,168 CHF | 80.80% | 80.80% |