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 | 2.69% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,112 | 150,112 | 55,108 CHF | 56,609 CHF | 99.09% | 99.09% |
19/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 170,563 | 170,563 | 56,045 CHF | 57,751 CHF | 98.84% | 98.84% |
18/11/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,675 CHF | 58,175 CHF | 99.30% | 99.30% |
15/11/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 130,371 | 130,371 | 51,908 CHF | 53,212 CHF | 99.37% | 99.37% |
14/11/2024 | 1.93% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 104,960 | 104,960 | 53,815 CHF | 54,864 CHF | 99.34% | 99.34% |
13/11/2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 88,905 | 88,905 | 47,320 CHF | 48,209 CHF | 99.03% | 99.03% |
12/11/2024 | 1.92% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 53,521 | 53,521 | 27,541 CHF | 28,077 CHF | 99.13% | 99.13% |
11/11/2024 | 2.61% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 71,452 | 71,452 | 27,139 CHF | 27,853 CHF | 99.33% | 99.33% |
08/11/2024 | 3.98% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 107,446 | 107,446 | 26,470 CHF | 27,544 CHF | 99.49% | 99.49% |
07/11/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 111,085 | 111,086 | 26,218 CHF | 27,329 CHF | 99.27% | 99.27% |