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 | 3.57% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 185,142 | 100,000 | 50,909 CHF | 28,513 CHF | 100.00% | 100.00% |
19/11/2024 | 3.59% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,825 | 98,650 | 51,014 CHF | 30,663 CHF | 99.97% | 99.97% |
18/11/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 195,870 | 100,000 | 51,170 CHF | 27,143 CHF | 100.00% | 100.00% |
15/11/2024 | 4.44% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 197,355 | 98,213 | 49,877 CHF | 25,825 CHF | 99.99% | 99.99% |
14/11/2024 | 4.20% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 205,913 | 99,347 | 50,484 CHF | 25,393 CHF | 99.27% | 99.27% |
13/11/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 167,473 | 99,583 | 51,695 CHF | 31,764 CHF | 93.32% | 93.32% |
12/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 161,940 | 100,000 | 51,976 CHF | 33,110 CHF | 99.99% | 99.99% |
11/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 149,444 | 100,000 | 51,725 CHF | 35,621 CHF | 99.99% | 99.99% |
08/11/2024 | 2.34% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 123,286 | 100,000 | 52,044 CHF | 43,251 CHF | 100.00% | 100.00% |
07/11/2024 | 2.55% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 130,535 | 99,697 | 51,757 CHF | 40,611 CHF | 99.99% | 99.99% |