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 | 2.35% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,636 | 125,636 | 52,773 CHF | 54,029 CHF | 99.45% | 99.45% |
19/11/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,148 | 149,148 | 55,603 CHF | 57,094 CHF | 97.99% | 97.99% |
18/11/2024 | 2.28% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,320 CHF | 55,570 CHF | 99.35% | 99.35% |
15/11/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 124,884 | 124,884 | 57,212 CHF | 58,461 CHF | 99.44% | 99.44% |
14/11/2024 | 1.63% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,888 | 99,888 | 61,250 CHF | 62,249 CHF | 99.50% | 99.50% |
13/11/2024 | 1.57% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 85,713 | 85,713 | 54,159 CHF | 55,016 CHF | 99.02% | 99.02% |
12/11/2024 | 1.62% | 0.68 CHF | 0.69 CHF | 38,000 | 38,000 | 47,861 | 47,861 | 29,291 CHF | 29,769 CHF | 99.14% | 99.14% |
11/11/2024 | 2.23% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 61,781 | 61,781 | 27,531 CHF | 28,149 CHF | 99.31% | 99.31% |
08/11/2024 | 3.58% | 0.32 CHF | 0.33 CHF | 88,000 | 88,000 | 98,169 | 98,169 | 26,911 CHF | 27,893 CHF | 99.40% | 99.40% |
07/11/2024 | 3.73% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,008 | 100,008 | 26,320 CHF | 27,320 CHF | 99.35% | 99.35% |