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 | 4.56% | 0.21 CHF | 0.22 CHF | 375,000 | 375,000 | 168,275 | 168,275 | 36,971 CHF | 38,657 CHF | 99.90% | 99.90% |
19/11/2024 | 4.72% | 0.23 CHF | 0.24 CHF | 380,000 | 380,000 | 168,498 | 168,498 | 36,769 CHF | 38,458 CHF | 100.00% | 100.00% |
18/11/2024 | 5.44% | 0.20 CHF | 0.21 CHF | 375,000 | 375,000 | 162,403 | 162,403 | 29,724 CHF | 31,351 CHF | 99.63% | 99.63% |
15/11/2024 | 3.82% | 0.20 CHF | 0.21 CHF | 375,000 | 375,000 | 123,890 | 123,890 | 29,130 CHF | 30,372 CHF | 98.89% | 98.89% |
14/11/2024 | 5.84% | 0.24 CHF | 0.25 CHF | 380,000 | 380,000 | 177,283 | 177,283 | 40,239 CHF | 42,037 CHF | 54.14% | 95.14% |
13/11/2024 | 2.31% | 0.41 CHF | 0.43 CHF | 420,000 | 420,000 | 422,407 | 422,407 | 180,771 CHF | 184,995 CHF | 0.70% | 99.78% |
12/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 183,907 CHF | 188,157 CHF | 0.10% | 100.00% |
11/11/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 425,000 | 425,000 | 190,861 | 190,861 | 83,026 CHF | 84,938 CHF | 99.90% | 99.90% |
08/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 435,000 | 435,000 | 194,316 | 194,316 | 88,033 CHF | 89,980 CHF | 100.00% | 100.00% |
07/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 435,000 | 435,000 | 193,437 | 193,437 | 86,351 CHF | 88,289 CHF | 99.85% | 99.85% |