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 | 2.92% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 169,699 | 169,699 | 57,181 CHF | 58,878 CHF | 99.13% | 99.13% |
19/11/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 149,476 | 149,476 | 59,525 CHF | 61,020 CHF | 98.73% | 98.73% |
18/11/2024 | 2.38% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 143,375 | 143,376 | 59,555 CHF | 60,988 CHF | 99.30% | 99.30% |
15/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 145,356 | 145,356 | 60,645 CHF | 62,098 CHF | 98.37% | 98.37% |
14/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,083 | 150,083 | 56,303 CHF | 57,804 CHF | 98.60% | 98.60% |
13/11/2024 | 2.58% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 134,158 | 134,157 | 51,137 CHF | 52,478 CHF | 99.10% | 99.10% |
12/11/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 75,000 | 75,000 | 74,947 | 74,947 | 31,107 CHF | 31,857 CHF | 99.07% | 99.07% |
11/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 28,441 CHF | 29,071 CHF | 99.17% | 99.17% |
08/11/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 29,668 CHF | 30,298 CHF | 99.39% | 99.39% |
07/11/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 33,092 CHF | 33,722 CHF | 99.26% | 99.26% |