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 | 2.45% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 52,477 CHF | 41,367 CHF | 100.00% | 100.00% |
19/11/2024 | 2.71% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 128,148 | 98,650 | 50,985 CHF | 40,253 CHF | 100.00% | 100.00% |
18/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 122,818 | 100,000 | 51,169 CHF | 42,683 CHF | 100.00% | 100.00% |
15/11/2024 | 2.52% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 117,904 | 98,303 | 51,520 CHF | 43,957 CHF | 100.00% | 100.00% |
14/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,706 | 99,349 | 50,848 CHF | 46,645 CHF | 99.28% | 99.28% |
13/11/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,266 | 99,421 | 52,079 CHF | 44,415 CHF | 97.10% | 97.10% |
12/11/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,266 | 100,000 | 51,219 CHF | 43,592 CHF | 100.00% | 100.00% |
11/11/2024 | 2.58% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 136,150 | 100,000 | 52,073 CHF | 39,272 CHF | 100.00% | 100.00% |
08/11/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 139,917 | 100,000 | 51,575 CHF | 37,863 CHF | 100.00% | 100.00% |
07/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,403 | 99,694 | 51,987 CHF | 37,677 CHF | 100.00% | 100.00% |