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 | 3.89% | 1.21 CHF | 1.24 CHF | 200,000 | 200,000 | 74,751 | 74,751 | 96,036 CHF | 99,218 CHF | 99.61% | 99.61% |
19/11/2024 | 4.12% | 1.23 CHF | 1.26 CHF | 200,000 | 200,000 | 79,993 | 79,993 | 98,528 CHF | 101,828 CHF | 86.44% | 86.44% |
18/11/2024 | 4.04% | 1.34 CHF | 1.37 CHF | 200,000 | 200,000 | 74,748 | 74,748 | 97,947 CHF | 101,129 CHF | 99.57% | 99.57% |
15/11/2024 | 3.43% | 1.33 CHF | 1.36 CHF | 100,000 | 100,000 | 37,360 | 37,360 | 54,494 CHF | 56,085 CHF | 99.60% | 99.60% |
14/11/2024 | 3.28% | 1.61 CHF | 1.64 CHF | 100,000 | 100,000 | 37,373 | 37,373 | 60,598 CHF | 62,189 CHF | 99.59% | 99.59% |
13/11/2024 | 3.51% | 1.48 CHF | 1.51 CHF | 100,000 | 100,000 | 37,798 | 37,798 | 55,562 CHF | 57,162 CHF | 97.23% | 97.23% |
12/11/2024 | 3.76% | 1.47 CHF | 1.50 CHF | 200,000 | 200,000 | 75,657 | 75,657 | 107,337 CHF | 110,539 CHF | 96.99% | 96.99% |
11/11/2024 | 3.44% | 1.40 CHF | 1.43 CHF | 100,000 | 100,000 | 37,365 | 37,365 | 56,553 CHF | 58,144 CHF | 99.58% | 99.58% |
08/11/2024 | 3.30% | 1.56 CHF | 1.59 CHF | 100,000 | 100,000 | 37,358 | 37,358 | 59,686 CHF | 61,276 CHF | 99.60% | 99.60% |
07/11/2024 | 3.50% | 1.62 CHF | 1.65 CHF | 200,000 | 200,000 | 74,731 | 74,731 | 113,944 CHF | 117,125 CHF | 99.61% | 99.61% |