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 | 2.26% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,265 | 125,265 | 54,943 CHF | 56,195 CHF | 98.83% | 98.83% |
19/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,753 CHF | 58,003 CHF | 95.20% | 95.20% |
18/11/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 135,602 | 135,602 | 56,067 CHF | 57,423 CHF | 99.22% | 99.22% |
15/11/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,169 CHF | 57,419 CHF | 99.43% | 99.43% |
14/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,472 CHF | 58,722 CHF | 99.29% | 99.29% |
13/11/2024 | 2.00% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 111,539 | 111,539 | 55,206 CHF | 56,321 CHF | 98.27% | 98.27% |
12/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 30,620 CHF | 31,250 CHF | 98.43% | 98.43% |
11/11/2024 | 1.79% | 0.52 CHF | 0.53 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 34,948 CHF | 35,578 CHF | 98.13% | 98.13% |
08/11/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 63,000 | 63,000 | 52,044 | 52,044 | 33,026 CHF | 33,546 CHF | 99.33% | 99.33% |
07/11/2024 | 1.79% | 0.61 CHF | 0.62 CHF | 63,000 | 63,000 | 62,730 | 62,730 | 34,806 CHF | 35,433 CHF | 99.13% | 99.13% |