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 | 2.16% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 121,645 | 121,645 | 55,538 CHF | 56,755 CHF | 99.02% | 99.02% |
19/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,374 CHF | 57,624 CHF | 98.64% | 98.64% |
18/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 124,201 | 124,201 | 57,589 CHF | 58,831 CHF | 97.88% | 97.88% |
15/11/2024 | 2.39% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,064 | 125,064 | 51,769 CHF | 53,019 CHF | 99.30% | 99.30% |
14/11/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,746 CHF | 55,246 CHF | 98.66% | 98.66% |
13/11/2024 | 2.82% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 133,531 | 133,531 | 46,870 CHF | 48,206 CHF | 99.04% | 99.04% |
12/11/2024 | 3.07% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 87,179 | 87,179 | 27,977 CHF | 28,849 CHF | 99.06% | 99.06% |
11/11/2024 | 3.52% | 0.32 CHF | 0.33 CHF | 88,000 | 88,000 | 97,501 | 97,501 | 27,269 CHF | 28,244 CHF | 99.33% | 99.33% |
08/11/2024 | 3.44% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 93,254 | 93,251 | 26,600 CHF | 27,532 CHF | 99.30% | 99.30% |
07/11/2024 | 3.19% | 0.29 CHF | 0.30 CHF | 88,000 | 88,000 | 88,862 | 88,862 | 27,472 CHF | 28,360 CHF | 98.70% | 98.70% |