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 | 3.70% | 0.28 CHF | 0.28 CHF | 400,000 | 400,000 | 176,780 | 176,780 | 48,507 CHF | 50,283 CHF | 99.90% | 99.90% |
19/11/2024 | 3.62% | 0.28 CHF | 0.28 CHF | 400,000 | 400,000 | 176,242 | 176,242 | 49,574 CHF | 51,344 CHF | 100.00% | 100.00% |
18/11/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 400,000 | 400,000 | 176,400 | 176,400 | 54,601 CHF | 56,373 CHF | 99.90% | 99.90% |
15/11/2024 | 3.00% | 0.30 CHF | 0.31 CHF | 400,000 | 400,000 | 149,937 | 149,937 | 49,504 CHF | 51,034 CHF | 89.25% | 89.25% |
14/11/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 380,000 | 380,000 | 170,401 | 170,401 | 61,322 CHF | 63,034 CHF | 99.11% | 99.11% |
13/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 390,000 | 390,000 | 170,764 | 170,764 | 67,238 CHF | 68,953 CHF | 100.00% | 100.00% |
12/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 380,000 | 380,000 | 169,328 | 169,328 | 67,235 CHF | 68,936 CHF | 100.00% | 100.00% |
11/11/2024 | 2.69% | 0.46 CHF | 0.47 CHF | 370,000 | 370,000 | 155,999 | 155,999 | 73,917 CHF | 75,623 CHF | 99.90% | 99.90% |
08/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 370,000 | 370,000 | 159,168 | 159,168 | 73,580 CHF | 75,206 CHF | 97.33% | 97.33% |
07/11/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 350,000 | 350,000 | 156,480 | 156,480 | 85,018 CHF | 86,591 CHF | 88.69% | 88.69% |