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 | 3.01% | 0.31 CHF | 0.34 CHF | 170,000 | 100,000 | 160,000 | 100,000 | 52,292 CHF | 33,682 CHF | 13.10% | 98.98% |
19/11/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 181,205 | 100,000 | 51,022 CHF | 29,168 CHF | 100.00% | 100.00% |
18/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,538 | 100,000 | 52,239 CHF | 31,816 CHF | 100.00% | 100.00% |
15/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 181,219 | 100,000 | 51,196 CHF | 29,263 CHF | 100.00% | 100.00% |
14/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 190,297 | 100,000 | 51,245 CHF | 27,948 CHF | 99.22% | 99.22% |
13/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 193,402 | 99,710 | 51,494 CHF | 27,566 CHF | 99.36% | 99.36% |
12/11/2024 | 3.36% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 176,506 | 100,000 | 51,708 CHF | 30,380 CHF | 100.00% | 100.00% |
11/11/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 134,180 | 100,000 | 51,564 CHF | 39,455 CHF | 100.00% | 100.00% |
08/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 138,068 | 100,000 | 52,333 CHF | 38,919 CHF | 100.00% | 100.00% |
07/11/2024 | 2.73% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 143,213 | 98,698 | 51,799 CHF | 36,813 CHF | 98.73% | 98.73% |