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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3.23% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 178,502 | 178,502 | 54,412 CHF | 56,197 CHF | 98.46% | 98.46% |
22/11/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 148,486 | 148,486 | 54,007 CHF | 55,491 CHF | 100.00% | 100.00% |
20/11/2024 | 2.34% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,262 | 125,262 | 53,008 CHF | 54,261 CHF | 100.00% | 100.00% |
19/11/2024 | 2.36% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 127,606 | 127,606 | 53,588 CHF | 54,864 CHF | 99.39% | 99.39% |
18/11/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 123,433 | 123,433 | 57,945 CHF | 59,180 CHF | 99.91% | 99.91% |
15/11/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,789 CHF | 59,039 CHF | 100.00% | 100.00% |
14/11/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,479 | 125,479 | 56,453 CHF | 57,707 CHF | 100.00% | 100.00% |
13/11/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 138,333 | 138,333 | 53,950 CHF | 55,334 CHF | 100.00% | 100.00% |
12/11/2024 | 2.27% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,653 CHF | 55,903 CHF | 99.67% | 99.67% |
11/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 127,341 | 127,341 | 54,840 CHF | 56,113 CHF | 99.89% | 99.89% |