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 | 2.29% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 107,980 CHF | 110,480 CHF | 100.00% | 100.00% |
19/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 105,120 CHF | 107,620 CHF | 93.14% | 93.14% |
18/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 104,674 CHF | 107,174 CHF | 100.00% | 100.00% |
15/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 102,305 CHF | 104,805 CHF | 100.00% | 100.00% |
14/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 193,812 CHF | 198,812 CHF | 99.57% | 99.57% |
13/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 500,000 | 500,000 | 493,825 | 493,825 | 181,846 CHF | 186,785 CHF | 99.32% | 99.32% |
12/11/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 184,124 CHF | 189,124 CHF | 100.00% | 100.00% |
11/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 195,616 CHF | 200,616 CHF | 100.00% | 100.00% |
08/11/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 182,939 CHF | 187,939 CHF | 100.00% | 100.00% |
07/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 196,079 CHF | 201,079 CHF | 89.64% | 89.64% |