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 | 2.14% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,218 | 124,218 | 57,495 CHF | 58,738 CHF | 97.88% | 97.88% |
22/11/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 125,000 | 125,000 | 104,286 | 104,286 | 53,812 CHF | 54,855 CHF | 99.25% | 99.25% |
20/11/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,769 | 74,769 | 66,344 CHF | 67,091 CHF | 99.48% | 99.48% |
19/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 51,196 | 51,196 | 52,495 CHF | 53,007 CHF | 98.60% | 98.60% |
18/11/2024 | 0.88% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,377 CHF | 56,877 CHF | 99.25% | 99.25% |
15/11/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 52,652 | 52,652 | 53,158 CHF | 53,685 CHF | 98.27% | 98.27% |
14/11/2024 | 1.10% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 70,056 | 70,056 | 63,204 CHF | 63,905 CHF | 99.09% | 99.09% |
13/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 66,780 | 66,780 | 60,969 CHF | 61,637 CHF | 99.39% | 99.39% |
12/11/2024 | 1.14% | 0.94 CHF | 0.95 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 33,086 CHF | 33,466 CHF | 99.17% | 99.17% |
11/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 30,925 CHF | 31,305 CHF | 99.20% | 99.20% |