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 | 2.12% | 0.48 CHF | 0.49 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 21,006 CHF | 21,456 CHF | 99.57% | 99.57% |
19/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 20,286 CHF | 20,736 CHF | 99.41% | 99.48% |
18/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,899 CHF | 22,399 CHF | 99.51% | 99.51% |
15/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 18,695 CHF | 19,145 CHF | 98.91% | 98.97% |
14/11/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 18,394 CHF | 18,794 CHF | 99.57% | 99.57% |
13/11/2024 | 2.29% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,725 CHF | 22,225 CHF | 99.09% | 99.09% |
12/11/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,655 CHF | 19,155 CHF | 99.58% | 99.58% |
11/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,057 CHF | 22,657 CHF | 99.52% | 99.52% |
08/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,144 CHF | 22,744 CHF | 99.51% | 99.51% |
07/11/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,685 CHF | 17,185 CHF | 99.05% | 99.05% |