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 | 2.52% | 0.41 CHF | 0.42 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 13,709 CHF | 14,059 CHF | 99.54% | 99.54% |
19/11/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 14,888 CHF | 15,288 CHF | 99.49% | 99.49% |
18/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 14,275 CHF | 14,675 CHF | 99.51% | 99.51% |
15/11/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 11,576 CHF | 11,926 CHF | 98.96% | 98.96% |
14/11/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 11,561 CHF | 11,861 CHF | 99.57% | 99.57% |
13/11/2024 | 2.78% | 0.43 CHF | 0.44 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 16,094 CHF | 16,544 CHF | 99.11% | 99.11% |
12/11/2024 | 3.45% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,252 CHF | 14,752 CHF | 99.58% | 99.58% |
11/11/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,998 CHF | 14,498 CHF | 99.53% | 99.53% |
08/11/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,064 CHF | 14,564 CHF | 99.48% | 99.48% |
07/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,988 CHF | 12,488 CHF | 99.03% | 99.03% |