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 | 3.87% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 202,856 | 202,856 | 51,413 CHF | 53,442 CHF | 99.39% | 99.39% |
19/11/2024 | 3.72% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 201,431 | 201,431 | 53,165 CHF | 55,179 CHF | 99.27% | 99.27% |
18/11/2024 | 3.35% | 0.27 CHF | 0.28 CHF | 175,000 | 175,000 | 181,289 | 181,289 | 53,237 CHF | 55,050 CHF | 99.28% | 99.28% |
15/11/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 169,405 | 169,405 | 55,067 CHF | 56,761 CHF | 99.39% | 99.39% |
14/11/2024 | 2.30% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 132,367 | 132,367 | 57,035 CHF | 58,359 CHF | 99.36% | 99.36% |
13/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 116,462 | 116,462 | 57,186 CHF | 58,351 CHF | 99.38% | 99.38% |
12/11/2024 | 1.82% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,493 CHF | 55,493 CHF | 99.05% | 99.05% |
11/11/2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,129 CHF | 61,129 CHF | 99.21% | 99.21% |
08/11/2024 | 1.94% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 110,644 | 110,644 | 56,529 CHF | 57,635 CHF | 99.39% | 99.39% |
07/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 158,021 | 158,021 | 52,721 CHF | 54,301 CHF | 99.28% | 99.28% |