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 | 2.48% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 132,226 | 132,226 | 52,692 CHF | 54,014 CHF | 99.44% | 99.44% |
19/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,356 CHF | 58,606 CHF | 97.55% | 97.55% |
18/11/2024 | 2.44% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 138,915 | 138,915 | 56,268 CHF | 57,657 CHF | 99.15% | 99.15% |
15/11/2024 | 3.49% | 0.36 CHF | 0.37 CHF | 175,000 | 175,000 | 193,230 | 193,230 | 54,485 CHF | 56,417 CHF | 97.90% | 97.90% |
14/11/2024 | 4.67% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 246,106 | 246,096 | 51,482 CHF | 53,940 CHF | 99.39% | 99.39% |
13/11/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 224,826 | 224,826 | 45,474 CHF | 47,722 CHF | 98.03% | 98.03% |
12/11/2024 | 5.25% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 142,491 | 142,492 | 26,403 CHF | 27,828 CHF | 98.23% | 98.23% |
11/11/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 147,600 | 147,600 | 26,380 CHF | 27,856 CHF | 99.04% | 99.04% |
08/11/2024 | 4.62% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 127,392 | 127,392 | 26,951 CHF | 28,225 CHF | 99.36% | 99.36% |
07/11/2024 | 3.86% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,680 | 100,680 | 25,633 CHF | 26,640 CHF | 99.22% | 99.22% |