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 | 2.75% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,878 CHF | 55,378 CHF | 99.38% | 99.38% |
19/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 152,123 | 152,123 | 52,411 CHF | 53,932 CHF | 99.25% | 99.25% |
18/11/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 163,872 | 163,872 | 54,687 CHF | 56,326 CHF | 99.26% | 99.26% |
15/11/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 174,534 | 174,534 | 54,420 CHF | 56,165 CHF | 99.39% | 99.39% |
14/11/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 153,393 | 153,393 | 53,664 CHF | 55,198 CHF | 99.35% | 99.35% |
13/11/2024 | 3.11% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 169,766 | 169,766 | 53,864 CHF | 55,561 CHF | 99.37% | 99.37% |
12/11/2024 | 3.91% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 204,653 | 204,653 | 51,346 CHF | 53,393 CHF | 99.10% | 99.10% |
11/11/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 213,242 | 213,242 | 52,345 CHF | 54,478 CHF | 99.30% | 99.30% |
08/11/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 206,438 | 206,438 | 51,151 CHF | 53,215 CHF | 99.38% | 99.38% |
07/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,148 | 249,148 | 51,831 CHF | 54,323 CHF | 99.27% | 99.27% |