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 | 2.04% | 0.47 CHF | 0.48 CHF | 80,000 | 80,000 | 79,347 | 79,347 | 38,437 CHF | 39,231 CHF | 99.43% | 99.43% |
19/11/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 80,000 | 80,000 | 79,534 | 79,534 | 35,375 CHF | 36,170 CHF | 100.00% | 100.00% |
18/11/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 79,640 | 79,640 | 37,562 CHF | 38,359 CHF | 99.88% | 99.88% |
15/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 34,190 CHF | 34,990 CHF | 100.00% | 100.00% |
14/11/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 30,820 CHF | 31,620 CHF | 98.49% | 98.49% |
13/11/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 31,582 CHF | 32,482 CHF | 100.00% | 100.00% |
12/11/2024 | 2.50% | 0.35 CHF | 0.36 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 31,717 CHF | 32,517 CHF | 99.88% | 99.88% |
11/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 70,000 | 70,000 | 71,551 | 71,551 | 35,541 CHF | 36,257 CHF | 100.00% | 100.00% |
08/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 80,000 | 80,000 | 78,390 | 78,390 | 36,265 CHF | 37,049 CHF | 99.06% | 99.06% |
07/11/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 70,000 | 70,000 | 70,828 | 70,828 | 35,662 CHF | 36,371 CHF | 99.94% | 99.94% |