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 | 3.17% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,397 CHF | 56,147 CHF | 99.18% | 99.18% |
19/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 170,525 | 170,525 | 54,121 CHF | 55,826 CHF | 99.34% | 99.34% |
18/11/2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 144,272 | 144,272 | 54,834 CHF | 56,277 CHF | 99.37% | 99.37% |
15/11/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,384 CHF | 56,634 CHF | 99.48% | 99.48% |
14/11/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,761 CHF | 59,011 CHF | 99.44% | 99.44% |
13/11/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,847 | 125,847 | 49,052 CHF | 50,310 CHF | 98.75% | 98.75% |
12/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 63,000 | 63,000 | 68,833 | 68,833 | 27,077 CHF | 27,765 CHF | 99.03% | 99.03% |
11/11/2024 | 3.88% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 104,402 | 104,401 | 26,390 CHF | 27,434 CHF | 98.86% | 98.86% |
08/11/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 125,000 | 125,000 | 115,533 | 115,533 | 26,342 CHF | 27,498 CHF | 99.49% | 99.49% |
07/11/2024 | 4.06% | 0.23 CHF | 0.24 CHF | 113,000 | 113,000 | 106,843 | 106,843 | 25,761 CHF | 26,830 CHF | 99.20% | 99.20% |