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 | 2.24% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,971 CHF | 45,142 CHF | 100.00% | 100.00% |
19/11/2024 | 2.47% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 118,313 | 98,650 | 51,672 CHF | 44,088 CHF | 100.00% | 100.00% |
18/11/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 113,503 | 100,000 | 51,668 CHF | 46,547 CHF | 100.00% | 100.00% |
15/11/2024 | 2.32% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,109 | 98,303 | 51,298 CHF | 47,647 CHF | 100.00% | 100.00% |
14/11/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 105,015 | 99,349 | 51,810 CHF | 50,043 CHF | 99.28% | 99.28% |
13/11/2024 | 2.21% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,914 | 99,035 | 52,046 CHF | 48,329 CHF | 58.24% | 58.24% |
12/11/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,605 | 100,000 | 51,227 CHF | 47,323 CHF | 100.00% | 100.00% |
11/11/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 122,225 | 100,000 | 51,371 CHF | 43,052 CHF | 100.00% | 100.00% |
08/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 128,602 | 100,000 | 52,294 CHF | 41,677 CHF | 100.00% | 100.00% |
07/11/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 127,804 | 99,694 | 51,752 CHF | 41,394 CHF | 100.00% | 100.00% |