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 | 3.02% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 168,814 | 168,814 | 55,082 CHF | 56,770 CHF | 99.43% | 99.43% |
19/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 171,337 | 171,337 | 55,545 CHF | 57,258 CHF | 99.31% | 99.31% |
18/11/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,890 CHF | 55,640 CHF | 99.09% | 99.09% |
15/11/2024 | 3.37% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 179,151 | 179,151 | 52,231 CHF | 54,022 CHF | 99.46% | 99.46% |
14/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,804 CHF | 57,554 CHF | 98.85% | 98.85% |
13/11/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 156,163 | 156,163 | 48,304 CHF | 49,866 CHF | 98.76% | 98.76% |
12/11/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 88,000 | 88,000 | 87,650 | 87,650 | 27,467 CHF | 28,344 CHF | 98.82% | 98.82% |
11/11/2024 | 3.23% | 0.33 CHF | 0.34 CHF | 75,000 | 75,000 | 86,346 | 86,346 | 26,273 CHF | 27,137 CHF | 99.01% | 99.01% |
08/11/2024 | 3.69% | 0.30 CHF | 0.31 CHF | 88,000 | 88,000 | 98,210 | 98,210 | 26,158 CHF | 27,140 CHF | 99.30% | 99.30% |
07/11/2024 | 3.47% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 92,029 | 92,029 | 26,022 CHF | 26,942 CHF | 99.23% | 99.23% |