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 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 143,163 | 100,000 | 51,259 CHF | 36,823 CHF | 100.00% | 100.00% |
19/11/2024 | 2.82% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 133,875 | 98,650 | 51,398 CHF | 38,905 CHF | 99.98% | 99.98% |
18/11/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 150,173 | 100,000 | 51,708 CHF | 35,456 CHF | 100.00% | 100.00% |
15/11/2024 | 3.34% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 150,285 | 98,213 | 50,661 CHF | 34,122 CHF | 99.99% | 99.99% |
14/11/2024 | 3.15% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 156,179 | 99,348 | 51,306 CHF | 33,676 CHF | 99.27% | 99.27% |
13/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 130,806 | 99,593 | 51,417 CHF | 40,166 CHF | 95.66% | 95.66% |
12/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,263 | 100,000 | 52,430 CHF | 41,568 CHF | 99.99% | 99.99% |
11/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,657 CHF | 44,047 CHF | 99.99% | 99.99% |
08/11/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,683 | 100,000 | 51,925 CHF | 51,610 CHF | 100.00% | 100.00% |
07/11/2024 | 2.11% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 107,645 | 99,697 | 51,719 CHF | 48,954 CHF | 99.99% | 99.99% |