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 | 3.67% | 0.62 CHF | 0.63 CHF | 195,000 | 195,000 | 86,995 | 86,995 | 54,345 CHF | 55,920 CHF | 99.89% | 99.89% |
19/11/2024 | 3.49% | 0.65 CHF | 0.66 CHF | 195,000 | 195,000 | 80,355 | 80,355 | 53,407 CHF | 54,852 CHF | 100.00% | 100.00% |
18/11/2024 | 2.58% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 65,572 CHF | 66,974 CHF | 99.89% | 99.89% |
15/11/2024 | 2.33% | 0.76 CHF | 0.77 CHF | 205,000 | 205,000 | 91,453 | 91,453 | 69,885 CHF | 71,272 CHF | 99.90% | 99.90% |
14/11/2024 | 3.08% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 49,712 CHF | 50,748 CHF | 100.00% | 100.00% |
13/11/2024 | 3.63% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 87,821 | 87,821 | 57,222 CHF | 58,806 CHF | 100.00% | 100.00% |
12/11/2024 | 3.98% | 0.65 CHF | 0.66 CHF | 195,000 | 195,000 | 86,077 | 86,077 | 51,199 CHF | 52,749 CHF | 99.88% | 99.88% |
11/11/2024 | 4.49% | 0.56 CHF | 0.57 CHF | 190,000 | 190,000 | 83,946 | 83,946 | 44,259 CHF | 45,773 CHF | 99.57% | 99.57% |
08/11/2024 | 4.38% | 0.54 CHF | 0.55 CHF | 190,000 | 190,000 | 85,327 | 85,327 | 45,233 CHF | 46,774 CHF | 99.18% | 99.18% |
07/11/2024 | 4.03% | 0.54 CHF | 0.55 CHF | 190,000 | 190,000 | 85,391 | 85,391 | 47,631 CHF | 49,179 CHF | 100.00% | 100.00% |