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 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,960 CHF | 53,960 CHF | 99.38% | 99.38% |
19/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 104,242 | 104,242 | 52,363 CHF | 53,405 CHF | 99.26% | 99.26% |
18/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 124,209 | 124,209 | 59,577 CHF | 60,819 CHF | 99.29% | 99.29% |
15/11/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,714 CHF | 55,964 CHF | 99.39% | 99.39% |
14/11/2024 | 1.93% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 109,349 | 109,349 | 55,878 CHF | 56,972 CHF | 99.39% | 99.39% |
13/11/2024 | 2.22% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 120,549 | 120,549 | 54,042 CHF | 55,248 CHF | 99.36% | 99.36% |
12/11/2024 | 3.02% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 170,065 | 170,065 | 55,447 CHF | 57,148 CHF | 99.10% | 99.10% |
11/11/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 170,916 | 170,914 | 54,605 CHF | 56,314 CHF | 99.28% | 99.28% |
08/11/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 169,899 | 169,899 | 55,366 CHF | 57,065 CHF | 99.38% | 99.38% |
07/11/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,405 | 199,405 | 52,366 CHF | 54,360 CHF | 99.28% | 99.28% |