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 | 2.35% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 327,647 | 109,216 | 136,947 CHF | 46,741 CHF | 99.27% | 99.27% |
19/11/2024 | 2.85% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 449,508 | 149,836 | 155,887 CHF | 53,461 CHF | 88.73% | 88.73% |
18/11/2024 | 2.99% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 148,418 CHF | 50,973 CHF | 97.55% | 97.55% |
15/11/2024 | 2.84% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 156,662 CHF | 53,721 CHF | 96.43% | 96.43% |
14/11/2024 | 2.17% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 305,993 | 101,998 | 139,898 CHF | 47,653 CHF | 99.24% | 99.24% |
13/11/2024 | 1.91% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,564 CHF | 52,855 CHF | 99.22% | 99.22% |
12/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,105 CHF | 51,035 CHF | 99.28% | 99.28% |
11/11/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,533 CHF | 47,844 CHF | 99.21% | 99.21% |
08/11/2024 | 1.99% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,238 CHF | 50,746 CHF | 99.19% | 99.19% |
07/11/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 446,030 | 148,677 | 201,038 CHF | 68,499 CHF | 98.64% | 98.64% |