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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 26,072 CHF | 26,872 CHF | 98.30% | 98.30% |
27/11/2024 | 3.53% | 0.28 CHF | 0.28 CHF | 80,000 | 80,000 | 79,990 | 79,990 | 22,266 CHF | 23,066 CHF | 98.83% | 98.83% |
26/11/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 22,934 CHF | 23,734 CHF | 98.90% | 98.90% |
25/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 23,326 CHF | 24,126 CHF | 98.00% | 98.00% |
22/11/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 20,955 CHF | 21,855 CHF | 97.44% | 97.44% |
20/11/2024 | 6.37% | 0.14 CHF | 0.15 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 19,838 CHF | 21,138 CHF | 99.43% | 99.43% |
19/11/2024 | 9.04% | 0.12 CHF | 0.13 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 12,707 CHF | 13,907 CHF | 100.00% | 100.00% |
18/11/2024 | 6.32% | 0.14 CHF | 0.15 CHF | 110,000 | 110,000 | 101,451 | 101,451 | 15,628 CHF | 16,642 CHF | 99.36% | 99.36% |
15/11/2024 | 5.94% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,355 CHF | 17,355 CHF | 100.00% | 100.00% |
14/11/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 17,799 CHF | 18,899 CHF | 98.67% | 98.67% |