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 | 2.02% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 107,955 | 100,000 | 52,866 CHF | 49,989 CHF | 100.00% | 100.00% |
19/11/2024 | 2.24% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,372 | 98,650 | 52,298 CHF | 48,612 CHF | 100.00% | 100.00% |
18/11/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 102,305 | 100,000 | 51,060 CHF | 50,934 CHF | 100.00% | 100.00% |
15/11/2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 98,314 | 98,303 | 51,119 CHF | 52,118 CHF | 100.00% | 100.00% |
14/11/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 53,955 CHF | 54,958 CHF | 99.28% | 99.28% |
13/11/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,422 | 99,422 | 51,716 CHF | 52,717 CHF | 97.20% | 97.20% |
12/11/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,101 | 100,000 | 50,807 CHF | 51,758 CHF | 100.00% | 100.00% |
11/11/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 110,490 | 100,000 | 51,884 CHF | 47,967 CHF | 100.00% | 100.00% |
08/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 115,342 | 100,000 | 52,484 CHF | 46,532 CHF | 100.00% | 100.00% |
07/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 113,606 | 99,694 | 51,571 CHF | 46,300 CHF | 100.00% | 100.00% |