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 | 2.21% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 136,493 | 136,493 | 62,978 CHF | 64,349 CHF | 99.61% | 99.61% |
19/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 134,313 | 134,313 | 62,030 CHF | 63,379 CHF | 99.69% | 99.69% |
18/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 129,974 | 129,974 | 65,888 CHF | 67,193 CHF | 98.54% | 98.54% |
15/11/2024 | 2.48% | 0.49 CHF | 0.50 CHF | 310,000 | 310,000 | 102,670 | 102,670 | 45,890 CHF | 46,923 CHF | 98.16% | 98.16% |
14/11/2024 | 5.40% | 0.44 CHF | 0.45 CHF | 360,000 | 360,000 | 148,087 | 148,087 | 62,196 CHF | 64,052 CHF | 60.14% | 90.28% |
13/11/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 420,000 | 420,000 | 188,531 | 188,531 | 53,865 CHF | 55,758 CHF | 99.60% | 99.60% |
12/11/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 420,000 | 420,000 | 187,326 | 187,326 | 51,685 CHF | 53,567 CHF | 100.00% | 100.00% |
11/11/2024 | 3.89% | 0.27 CHF | 0.28 CHF | 440,000 | 440,000 | 195,950 | 195,950 | 51,734 CHF | 53,702 CHF | 99.90% | 99.90% |
08/11/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 450,000 | 450,000 | 202,521 | 202,521 | 50,317 CHF | 52,349 CHF | 99.81% | 99.81% |
07/11/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 450,000 | 450,000 | 202,471 | 202,471 | 52,124 CHF | 54,157 CHF | 99.82% | 99.82% |