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 | 3.52% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 195,134 | 195,134 | 54,526 CHF | 56,477 CHF | 99.50% | 99.50% |
19/11/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,532 | 175,532 | 51,419 CHF | 53,174 CHF | 96.06% | 96.06% |
18/11/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,499 CHF | 54,499 CHF | 98.47% | 98.47% |
15/11/2024 | 3.44% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 181,947 | 181,947 | 51,957 CHF | 53,776 CHF | 99.17% | 99.17% |
14/11/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,795 CHF | 53,545 CHF | 99.39% | 99.39% |
13/11/2024 | 3.06% | 0.29 CHF | 0.30 CHF | 175,000 | 165,000 | 155,965 | 155,965 | 50,212 CHF | 51,771 CHF | 97.51% | 97.51% |
12/11/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 88,000 | 88,000 | 87,526 | 87,526 | 27,538 CHF | 28,414 CHF | 99.14% | 99.14% |
11/11/2024 | 2.70% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,274 | 75,274 | 27,526 CHF | 28,279 CHF | 98.13% | 98.13% |
08/11/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 66,783 | 66,783 | 28,649 CHF | 29,317 CHF | 99.41% | 99.41% |
07/11/2024 | 2.73% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,314 | 75,314 | 27,273 CHF | 28,026 CHF | 98.81% | 98.81% |