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 | 2.53% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 132,325 | 100,000 | 51,544 CHF | 39,969 CHF | 100.00% | 100.00% |
19/11/2024 | 2.61% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 123,892 | 98,649 | 51,382 CHF | 41,948 CHF | 99.97% | 99.97% |
18/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 138,247 | 100,000 | 51,898 CHF | 38,559 CHF | 100.00% | 100.00% |
15/11/2024 | 3.06% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 137,789 | 98,213 | 50,730 CHF | 37,161 CHF | 99.99% | 99.99% |
14/11/2024 | 2.88% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 142,630 | 99,347 | 51,349 CHF | 36,798 CHF | 99.26% | 99.26% |
13/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 120,766 | 99,594 | 51,164 CHF | 43,211 CHF | 95.84% | 95.84% |
12/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,397 CHF | 44,665 CHF | 99.99% | 99.99% |
11/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,886 | 100,000 | 51,558 CHF | 47,099 CHF | 99.99% | 99.99% |
08/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,684 CHF | 54,684 CHF | 100.00% | 100.00% |
07/11/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,806 | 99,697 | 51,566 CHF | 52,024 CHF | 99.99% | 99.99% |