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 | 2.34% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,905 | 100,000 | 51,142 CHF | 43,309 CHF | 100.00% | 100.00% |
19/11/2024 | 2.43% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,195 | 98,650 | 51,999 CHF | 45,178 CHF | 99.98% | 99.98% |
18/11/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 126,659 | 100,000 | 51,770 CHF | 41,902 CHF | 100.00% | 100.00% |
15/11/2024 | 2.82% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 127,772 | 98,213 | 51,127 CHF | 40,299 CHF | 99.99% | 99.99% |
14/11/2024 | 2.64% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 131,563 | 99,348 | 51,746 CHF | 40,103 CHF | 99.24% | 99.24% |
13/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 114,270 | 99,598 | 52,054 CHF | 46,404 CHF | 96.90% | 96.90% |
12/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,006 | 100,000 | 51,610 CHF | 47,916 CHF | 99.99% | 99.99% |
11/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 105,995 | 100,000 | 52,264 CHF | 50,335 CHF | 99.99% | 99.99% |
08/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,033 CHF | 58,033 CHF | 100.00% | 100.00% |
07/11/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 54,303 CHF | 55,304 CHF | 99.99% | 99.99% |