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 | 2.27% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,590 CHF | 55,840 CHF | 98.95% | 98.95% |
19/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,788 CHF | 56,038 CHF | 96.86% | 96.86% |
18/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,616 CHF | 56,866 CHF | 99.01% | 99.01% |
15/11/2024 | 2.01% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 110,140 | 110,139 | 54,154 CHF | 55,254 CHF | 98.67% | 98.67% |
14/11/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,685 CHF | 59,685 CHF | 99.30% | 99.30% |
13/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 88,803 | 88,803 | 52,658 CHF | 53,547 CHF | 97.89% | 97.89% |
12/11/2024 | 1.54% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 49,769 | 49,769 | 32,052 CHF | 32,550 CHF | 99.07% | 99.07% |
11/11/2024 | 1.40% | 0.66 CHF | 0.67 CHF | 38,000 | 38,000 | 39,508 | 39,508 | 28,083 CHF | 28,478 CHF | 99.27% | 99.27% |
08/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 27,369 CHF | 27,749 CHF | 99.30% | 99.30% |
07/11/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 38,000 | 38,000 | 38,005 | 38,005 | 27,360 CHF | 27,740 CHF | 99.19% | 99.19% |