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 | 1.96% | 0.55 CHF | 0.56 CHF | 65,000 | 65,000 | 35,755 | 35,755 | 18,750 CHF | 19,109 CHF | 99.90% | 99.90% |
19/11/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 65,000 | 65,000 | 35,867 | 35,867 | 17,690 CHF | 18,050 CHF | 98.91% | 98.91% |
18/11/2024 | 2.48% | 0.43 CHF | 0.44 CHF | 65,000 | 65,000 | 35,735 | 35,735 | 14,706 CHF | 15,065 CHF | 99.58% | 99.58% |
15/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 65,000 | 65,000 | 35,700 | 35,700 | 13,635 CHF | 13,993 CHF | 99.89% | 99.89% |
14/11/2024 | 2.99% | 0.40 CHF | 0.41 CHF | 65,000 | 65,000 | 36,261 | 36,261 | 12,698 CHF | 13,062 CHF | 98.84% | 98.84% |
13/11/2024 | 2.39% | 0.38 CHF | 0.39 CHF | 65,000 | 65,000 | 35,804 | 35,804 | 14,890 CHF | 15,248 CHF | 100.00% | 100.00% |
12/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 65,000 | 65,000 | 33,383 | 33,383 | 14,056 CHF | 14,391 CHF | 100.00% | 100.00% |
11/11/2024 | 1.83% | 0.48 CHF | 0.49 CHF | 65,000 | 65,000 | 35,512 | 35,512 | 19,519 CHF | 19,877 CHF | 99.93% | 99.93% |
08/11/2024 | 3.06% | 0.63 CHF | 0.64 CHF | 65,000 | 65,000 | 24,620 | 24,620 | 15,403 CHF | 15,673 CHF | 100.00% | 100.00% |
07/11/2024 | 1.60% | 0.65 CHF | 0.66 CHF | 60,000 | 60,000 | 28,763 | 28,763 | 18,221 CHF | 18,509 CHF | 98.68% | 98.68% |