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 | 2.04% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 87,907 | 87,907 | 43,866 CHF | 44,750 CHF | 99.69% | 99.69% |
19/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 87,781 | 87,781 | 44,005 CHF | 44,886 CHF | 99.70% | 99.70% |
18/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 190,000 | 190,000 | 83,981 | 83,981 | 48,133 CHF | 48,977 CHF | 99.11% | 99.11% |
15/11/2024 | 2.40% | 0.54 CHF | 0.55 CHF | 220,000 | 220,000 | 72,525 | 72,525 | 34,879 CHF | 35,609 CHF | 98.42% | 98.42% |
14/11/2024 | 5.27% | 0.47 CHF | 0.48 CHF | 270,000 | 270,000 | 112,035 | 112,035 | 50,201 CHF | 51,587 CHF | 60.51% | 91.41% |
13/11/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 300,000 | 300,000 | 134,936 | 134,936 | 37,343 CHF | 38,698 CHF | 99.71% | 99.71% |
12/11/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 134,109 | 134,109 | 35,510 CHF | 36,857 CHF | 100.00% | 100.00% |
11/11/2024 | 4.13% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 134,910 | 134,910 | 33,601 CHF | 34,955 CHF | 99.90% | 99.90% |
08/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 135,988 | 135,988 | 31,473 CHF | 32,838 CHF | 99.92% | 99.92% |
07/11/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 135,035 | 135,035 | 33,157 CHF | 34,513 CHF | 99.85% | 99.85% |