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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4.63% | 0.41 CHF | 0.43 CHF | 130,000 | 75,000 | 120,013 | 75,000 | 52,749 CHF | 34,547 CHF | 99.90% | 99.90% |
20/11/2024 | 5.25% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 135,911 | 75,000 | 52,071 CHF | 30,318 CHF | 100.00% | 100.00% |
19/11/2024 | 3.13% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 159,336 | 75,000 | 51,640 CHF | 25,153 CHF | 97.59% | 97.59% |
18/11/2024 | 3.58% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 158,896 | 65,160 | 51,741 CHF | 21,638 CHF | 96.51% | 96.51% |
15/11/2024 | 2.06% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 98,356 | 50,000 | 52,547 CHF | 27,885 CHF | 77.67% | 77.67% |
14/11/2024 | 2.58% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 68,144 | 50,000 | 55,385 CHF | 41,752 CHF | 99.44% | 99.44% |
13/11/2024 | 2.05% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 49,818 | 53,889 CHF | 39,153 CHF | 98.88% | 98.88% |
12/11/2024 | 2.42% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 66,008 | 50,000 | 54,738 CHF | 42,618 CHF | 87.66% | 87.66% |
11/11/2024 | 2.44% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 69,988 | 50,000 | 56,224 CHF | 41,164 CHF | 98.45% | 98.45% |
08/11/2024 | 1.54% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 75,525 | 50,000 | 53,544 CHF | 36,076 CHF | 100.00% | 100.00% |