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 | 2.92% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 153,809 | 100,000 | 51,846 CHF | 34,726 CHF | 100.00% | 100.00% |
19/11/2024 | 2.98% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 139,405 | 98,649 | 50,644 CHF | 36,859 CHF | 99.97% | 99.97% |
18/11/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 160,806 | 100,000 | 52,035 CHF | 33,379 CHF | 100.00% | 100.00% |
15/11/2024 | 3.55% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 160,338 | 98,213 | 50,741 CHF | 32,094 CHF | 99.99% | 99.99% |
14/11/2024 | 3.36% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 166,341 | 99,347 | 51,180 CHF | 31,605 CHF | 99.26% | 99.26% |
13/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 138,545 | 99,593 | 51,593 CHF | 38,105 CHF | 95.58% | 95.58% |
12/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,065 | 100,000 | 51,906 CHF | 39,455 CHF | 99.99% | 99.99% |
11/11/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 128,006 | 100,000 | 52,376 CHF | 41,933 CHF | 99.99% | 99.99% |
08/11/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 107,900 | 100,000 | 52,297 CHF | 49,499 CHF | 100.00% | 100.00% |
07/11/2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 114,669 | 99,697 | 52,691 CHF | 46,880 CHF | 99.99% | 99.99% |