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 | 2.51% | 0.46 CHF | 0.47 CHF | 165,000 | 165,000 | 72,208 | 72,208 | 29,909 CHF | 30,633 CHF | 99.57% | 99.57% |
19/11/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 160,000 | 160,000 | 71,485 | 71,485 | 30,934 CHF | 31,663 CHF | 99.22% | 99.22% |
18/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 170,000 | 170,000 | 75,914 | 75,914 | 38,911 CHF | 39,672 CHF | 99.90% | 99.90% |
15/11/2024 | 2.02% | 0.55 CHF | 0.56 CHF | 170,000 | 170,000 | 69,357 | 69,357 | 36,711 CHF | 37,406 CHF | 91.93% | 91.93% |
14/11/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 66,137 | 66,137 | 18,627 CHF | 19,296 CHF | 99.72% | 99.72% |
13/11/2024 | 2.65% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 70,316 | 70,316 | 25,664 CHF | 26,369 CHF | 99.93% | 99.93% |
12/11/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 160,000 | 160,000 | 70,281 | 70,281 | 26,084 CHF | 26,788 CHF | 99.92% | 99.92% |
11/11/2024 | 3.71% | 0.36 CHF | 0.37 CHF | 155,000 | 155,000 | 63,861 | 63,861 | 21,545 CHF | 22,241 CHF | 99.90% | 99.90% |
08/11/2024 | 3.35% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 69,277 | 69,277 | 20,168 CHF | 20,862 CHF | 97.41% | 97.41% |
07/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 160,000 | 160,000 | 71,182 | 71,182 | 26,808 CHF | 27,522 CHF | 100.00% | 100.00% |