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 | 2.73% | 0.40 CHF | 0.41 CHF | 130,000 | 60,000 | 141,510 | 36,514 | 51,194 CHF | 13,803 CHF | 99.61% | 99.61% |
19/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150,000 | 60,000 | 154,802 | 36,515 | 51,757 CHF | 12,670 CHF | 99.63% | 99.63% |
18/11/2024 | 3.90% | 0.28 CHF | 0.29 CHF | 180,000 | 60,000 | 201,776 | 36,589 | 50,737 CHF | 9,662 CHF | 98.50% | 98.50% |
15/11/2024 | 4.26% | 0.21 CHF | 0.22 CHF | 240,000 | 60,000 | 219,816 | 36,515 | 50,495 CHF | 8,674 CHF | 99.63% | 99.63% |
14/11/2024 | 5.41% | 0.24 CHF | 0.25 CHF | 210,000 | 60,000 | 282,524 | 36,515 | 50,774 CHF | 7,419 CHF | 99.63% | 99.63% |
13/11/2024 | 3.68% | 0.22 CHF | 0.23 CHF | 230,000 | 60,000 | 190,316 | 36,653 | 50,722 CHF | 9,990 CHF | 97.57% | 97.57% |
12/11/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 190,000 | 60,000 | 192,966 | 36,523 | 51,154 CHF | 10,081 CHF | 99.50% | 99.50% |
11/11/2024 | 2.43% | 0.32 CHF | 0.33 CHF | 160,000 | 60,000 | 129,156 | 36,595 | 52,601 CHF | 14,974 CHF | 98.41% | 98.41% |
08/11/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110,000 | 60,000 | 112,972 | 36,517 | 52,332 CHF | 17,359 CHF | 99.60% | 99.60% |
07/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 60,000 | 104,486 | 39,801 | 51,810 CHF | 19,938 CHF | 57.44% | 57.44% |