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 | 3.21% | 0.37 CHF | 0.38 CHF | 165,000 | 165,000 | 72,208 | 72,208 | 23,501 CHF | 24,225 CHF | 99.57% | 99.57% |
19/11/2024 | 2.98% | 0.30 CHF | 0.31 CHF | 160,000 | 160,000 | 71,484 | 71,484 | 24,585 CHF | 25,314 CHF | 99.22% | 99.22% |
18/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 170,000 | 170,000 | 75,913 | 75,913 | 32,198 CHF | 32,958 CHF | 99.90% | 99.90% |
15/11/2024 | 2.45% | 0.46 CHF | 0.47 CHF | 170,000 | 170,000 | 69,356 | 69,356 | 30,512 CHF | 31,207 CHF | 91.93% | 91.93% |
14/11/2024 | 6.25% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 66,136 | 66,136 | 12,689 CHF | 13,459 CHF | 99.72% | 99.72% |
13/11/2024 | 3.45% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 70,320 | 70,320 | 19,420 CHF | 20,124 CHF | 99.93% | 99.93% |
12/11/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 160,000 | 160,000 | 70,264 | 70,264 | 19,828 CHF | 20,532 CHF | 99.93% | 99.93% |
11/11/2024 | 5.91% | 0.27 CHF | 0.28 CHF | 155,000 | 155,000 | 63,860 | 63,860 | 15,889 CHF | 16,665 CHF | 99.90% | 99.90% |
08/11/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 69,277 | 69,277 | 14,057 CHF | 14,848 CHF | 97.41% | 97.41% |
07/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 160,000 | 160,000 | 71,182 | 71,182 | 20,534 CHF | 21,247 CHF | 100.00% | 100.00% |