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 | 3.64% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,526 | 200,526 | 54,148 CHF | 56,153 CHF | 99.09% | 99.09% |
19/11/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 192,543 | 192,541 | 54,630 CHF | 56,555 CHF | 97.44% | 97.44% |
18/11/2024 | 3.88% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 203,871 | 203,871 | 51,522 CHF | 53,561 CHF | 99.31% | 99.31% |
15/11/2024 | 3.51% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 190,833 | 190,833 | 53,411 CHF | 55,319 CHF | 98.52% | 98.52% |
14/11/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 181,133 | 181,133 | 52,563 CHF | 54,374 CHF | 99.28% | 99.28% |
13/11/2024 | 3.13% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 157,884 | 157,884 | 49,739 CHF | 51,318 CHF | 98.44% | 98.44% |
12/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 88,000 | 88,000 | 87,663 | 87,663 | 26,975 CHF | 27,852 CHF | 98.78% | 98.78% |
11/11/2024 | 2.74% | 0.33 CHF | 0.34 CHF | 75,000 | 75,000 | 75,411 | 75,411 | 27,207 CHF | 27,961 CHF | 99.30% | 99.30% |
08/11/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 27,367 CHF | 27,997 CHF | 99.42% | 99.42% |
07/11/2024 | 2.73% | 0.41 CHF | 0.42 CHF | 63,000 | 63,000 | 73,596 | 73,596 | 26,598 CHF | 27,334 CHF | 98.91% | 98.91% |