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 | 3.95% | 1.42 CHF | 1.45 CHF | 200,000 | 200,000 | 74,752 | 74,752 | 102,221 CHF | 105,403 CHF | 99.65% | 99.65% |
19/11/2024 | 3.86% | 1.38 CHF | 1.41 CHF | 200,000 | 200,000 | 74,753 | 74,753 | 102,535 CHF | 105,717 CHF | 99.65% | 99.65% |
18/11/2024 | 6.10% | 1.30 CHF | 1.35 CHF | 200,000 | 200,000 | 74,828 | 74,828 | 102,375 CHF | 107,681 CHF | 99.45% | 99.45% |
15/11/2024 | 6.11% | 1.51 CHF | 1.56 CHF | 200,000 | 200,000 | 74,755 | 74,755 | 108,803 CHF | 114,106 CHF | 99.65% | 99.65% |
14/11/2024 | 4.00% | 1.37 CHF | 1.40 CHF | 200,000 | 200,000 | 74,715 | 74,715 | 99,011 CHF | 102,192 CHF | 99.61% | 99.61% |
13/11/2024 | 4.28% | 1.28 CHF | 1.31 CHF | 300,000 | 300,000 | 113,398 | 113,398 | 139,715 CHF | 144,516 CHF | 97.27% | 97.27% |
12/11/2024 | 4.63% | 1.20 CHF | 1.23 CHF | 300,000 | 300,000 | 112,337 | 112,337 | 128,562 CHF | 133,339 CHF | 99.25% | 99.25% |
11/11/2024 | 4.84% | 1.11 CHF | 1.14 CHF | 300,000 | 300,000 | 112,126 | 112,126 | 122,958 CHF | 127,731 CHF | 99.64% | 99.64% |
08/11/2024 | 5.17% | 1.03 CHF | 1.06 CHF | 300,000 | 300,000 | 112,125 | 112,125 | 114,032 CHF | 118,805 CHF | 99.64% | 99.64% |
07/11/2024 | 4.69% | 1.07 CHF | 1.10 CHF | 300,000 | 300,000 | 112,124 | 112,124 | 122,040 CHF | 126,813 CHF | 99.64% | 99.64% |