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 | 3.22% | 0.30 CHF | 0.31 CHF | 375,000 | 375,000 | 168,283 | 168,283 | 52,616 CHF | 54,303 CHF | 99.90% | 99.90% |
19/11/2024 | 3.30% | 0.32 CHF | 0.33 CHF | 380,000 | 380,000 | 168,484 | 168,484 | 52,372 CHF | 54,060 CHF | 100.00% | 100.00% |
18/11/2024 | 3.64% | 0.29 CHF | 0.30 CHF | 375,000 | 375,000 | 162,404 | 162,404 | 44,755 CHF | 46,382 CHF | 99.63% | 99.63% |
15/11/2024 | 2.83% | 0.30 CHF | 0.31 CHF | 375,000 | 375,000 | 123,891 | 123,891 | 40,671 CHF | 41,913 CHF | 98.89% | 98.89% |
14/11/2024 | 4.55% | 0.34 CHF | 0.35 CHF | 380,000 | 380,000 | 137,152 | 137,152 | 47,491 CHF | 49,016 CHF | 85.25% | 95.14% |
13/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 420,000 | 420,000 | 187,510 | 187,510 | 95,279 CHF | 97,158 CHF | 99.78% | 99.78% |
12/11/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 425,000 | 425,000 | 188,497 | 188,497 | 97,563 CHF | 99,452 CHF | 100.00% | 100.00% |
11/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 425,000 | 425,000 | 190,861 | 190,861 | 100,950 CHF | 102,863 CHF | 99.90% | 99.90% |
08/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 435,000 | 435,000 | 194,309 | 194,309 | 105,668 CHF | 107,615 CHF | 100.00% | 100.00% |
07/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 435,000 | 435,000 | 193,438 | 193,438 | 104,017 CHF | 105,955 CHF | 99.85% | 99.85% |