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 | 2.23% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,141 | 125,141 | 55,585 CHF | 56,837 CHF | 99.39% | 99.39% |
19/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,448 CHF | 53,448 CHF | 99.00% | 99.00% |
18/11/2024 | 2.19% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 120,457 | 120,457 | 54,603 CHF | 55,808 CHF | 96.99% | 96.99% |
15/11/2024 | 3.31% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 184,434 | 184,437 | 54,911 CHF | 56,757 CHF | 97.52% | 97.52% |
14/11/2024 | 5.12% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 280,618 | 280,618 | 53,450 CHF | 56,256 CHF | 99.39% | 99.39% |
13/11/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 247,900 | 247,897 | 46,508 CHF | 48,986 CHF | 98.86% | 98.86% |
12/11/2024 | 5.64% | 0.19 CHF | 0.20 CHF | 138,000 | 138,000 | 151,382 | 151,389 | 26,109 CHF | 27,624 CHF | 98.97% | 98.97% |
11/11/2024 | 5.92% | 0.15 CHF | 0.16 CHF | 163,000 | 163,000 | 158,588 | 158,588 | 26,027 CHF | 27,613 CHF | 98.97% | 98.97% |
08/11/2024 | 4.69% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 128,825 | 128,825 | 26,847 CHF | 28,136 CHF | 98.87% | 98.87% |
07/11/2024 | 3.57% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 97,965 | 97,965 | 26,999 CHF | 27,979 CHF | 98.85% | 98.85% |