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 | 4.04% | 0.38 CHF | 0.40 CHF | 140,000 | 25,000 | 139,796 | 25,000 | 51,845 CHF | 9,677 CHF | 99.12% | 99.12% |
19/11/2024 | 3.78% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 109,670 | 23,455 | 46,157 CHF | 10,594 CHF | 94.03% | 94.03% |
18/11/2024 | 3.36% | 0.58 CHF | 0.60 CHF | 90,000 | 25,000 | 92,094 | 23,895 | 51,739 CHF | 13,890 CHF | 99.79% | 99.79% |
15/11/2024 | 2.73% | 0.56 CHF | 0.58 CHF | 90,000 | 25,000 | 90,773 | 25,000 | 51,774 CHF | 14,659 CHF | 100.00% | 100.00% |
14/11/2024 | 2.59% | 0.62 CHF | 0.64 CHF | 90,000 | 25,000 | 89,987 | 25,000 | 54,897 CHF | 15,652 CHF | 99.44% | 99.44% |
13/11/2024 | 2.92% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 92,031 | 24,964 | 53,050 CHF | 14,842 CHF | 97.95% | 97.95% |
12/11/2024 | 2.30% | 0.66 CHF | 0.68 CHF | 80,000 | 25,000 | 79,619 | 25,000 | 55,097 CHF | 17,706 CHF | 100.00% | 100.00% |
11/11/2024 | 2.05% | 0.73 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,680 CHF | 19,569 CHF | 96.82% | 96.82% |
08/11/2024 | 2.30% | 0.71 CHF | 0.73 CHF | 80,000 | 25,000 | 79,274 | 25,000 | 55,309 CHF | 17,854 CHF | 99.79% | 99.79% |
07/11/2024 | 2.37% | 0.68 CHF | 0.70 CHF | 80,000 | 25,000 | 73,497 | 24,741 | 52,956 CHF | 18,284 CHF | 99.06% | 99.06% |