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 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,759 CHF | 48,054 CHF | 100.00% | 100.00% |
19/11/2024 | 2.31% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 108,663 | 98,650 | 50,657 CHF | 46,995 CHF | 100.00% | 100.00% |
18/11/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 53,310 CHF | 49,464 CHF | 100.00% | 100.00% |
15/11/2024 | 2.19% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 98,314 | 98,303 | 49,592 CHF | 50,590 CHF | 100.00% | 100.00% |
14/11/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 52,413 CHF | 53,415 CHF | 99.28% | 99.28% |
13/11/2024 | 2.08% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 99,032 | 99,032 | 50,283 CHF | 51,286 CHF | 58.07% | 58.07% |
12/11/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 107,344 | 100,000 | 52,806 CHF | 50,218 CHF | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 117,926 | 100,000 | 52,984 CHF | 45,951 CHF | 100.00% | 100.00% |
08/11/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,213 CHF | 44,511 CHF | 100.00% | 100.00% |
07/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 119,877 | 99,694 | 52,050 CHF | 44,293 CHF | 100.00% | 100.00% |