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% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,019 | 100,000 | 51,472 CHF | 47,785 CHF | 100.00% | 100.00% |
19/11/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,656 | 98,650 | 50,758 CHF | 46,681 CHF | 100.00% | 100.00% |
18/11/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,764 CHF | 48,967 CHF | 100.00% | 100.00% |
15/11/2024 | 2.22% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,692 | 98,303 | 50,475 CHF | 49,817 CHF | 100.00% | 100.00% |
14/11/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 51,570 CHF | 52,571 CHF | 99.28% | 99.28% |
13/11/2024 | 2.09% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 104,126 | 99,355 | 51,671 CHF | 50,337 CHF | 87.11% | 87.11% |
12/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 109,194 | 100,000 | 52,950 CHF | 49,503 CHF | 100.00% | 100.00% |
11/11/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 118,804 | 100,000 | 53,085 CHF | 45,698 CHF | 100.00% | 100.00% |
08/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,865 CHF | 44,221 CHF | 100.00% | 100.00% |
07/11/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 120,269 | 99,694 | 51,990 CHF | 44,109 CHF | 100.00% | 100.00% |