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 | 2.26% | 0.41 CHF | 0.42 CHF | 270,000 | 270,000 | 259,481 | 259,481 | 116,084 CHF | 118,684 CHF | 97.18% | 97.18% |
19/11/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 242,992 | 242,992 | 106,260 CHF | 108,736 CHF | 93.27% | 93.27% |
18/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 240,000 | 240,000 | 234,942 | 234,942 | 142,594 CHF | 144,972 CHF | 95.05% | 95.05% |
15/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 240,000 | 240,000 | 232,208 | 232,208 | 155,081 CHF | 157,450 CHF | 88.40% | 88.40% |
14/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 237,588 | 237,588 | 176,429 CHF | 178,881 CHF | 81.22% | 81.22% |
13/11/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 270,000 | 270,000 | 264,802 | 264,802 | 124,867 CHF | 127,518 CHF | 96.20% | 96.20% |
12/11/2024 | 1.84% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 247,704 | 247,704 | 136,145 CHF | 138,625 CHF | 90.76% | 90.76% |
11/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 237,342 | 237,342 | 154,678 CHF | 157,054 CHF | 93.10% | 93.10% |
08/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 240,000 | 240,000 | 236,422 | 236,422 | 143,703 CHF | 146,082 CHF | 91.36% | 91.36% |
07/11/2024 | 1.56% | 0.70 CHF | 0.71 CHF | 240,000 | 240,000 | 246,158 | 246,158 | 159,394 CHF | 161,866 CHF | 90.89% | 90.89% |