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 | 4.38% | 0.40 CHF | 0.42 CHF | 125,000 | 125,000 | 126,045 | 126,040 | 56,379 CHF | 58,898 CHF | 99.21% | 99.21% |
19/11/2024 | 4.33% | 0.44 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,555 CHF | 59,055 CHF | 99.05% | 99.05% |
18/11/2024 | 4.26% | 0.46 CHF | 0.48 CHF | 125,000 | 125,000 | 123,150 | 123,150 | 56,619 CHF | 59,082 CHF | 97.59% | 97.59% |
15/11/2024 | 3.67% | 0.48 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,618 CHF | 55,618 CHF | 99.34% | 99.34% |
14/11/2024 | 2.86% | 0.64 CHF | 0.66 CHF | 100,000 | 100,000 | 79,459 | 79,459 | 54,592 CHF | 56,181 CHF | 99.10% | 99.10% |
13/11/2024 | 2.79% | 0.66 CHF | 0.68 CHF | 75,000 | 75,000 | 67,622 | 67,622 | 47,589 CHF | 48,941 CHF | 99.34% | 99.34% |
12/11/2024 | 2.49% | 0.72 CHF | 0.74 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 30,197 CHF | 30,957 CHF | 99.00% | 99.00% |
11/11/2024 | 2.16% | 0.82 CHF | 0.84 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 34,961 CHF | 35,721 CHF | 98.11% | 98.11% |
08/11/2024 | 2.13% | 0.96 CHF | 0.98 CHF | 38,000 | 38,000 | 37,863 | 37,863 | 35,140 CHF | 35,897 CHF | 98.90% | 98.90% |
07/11/2024 | 2.15% | 0.97 CHF | 0.99 CHF | 38,000 | 38,000 | 37,451 | 37,451 | 34,432 CHF | 35,181 CHF | 98.62% | 98.62% |