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 | 2.70% | 0.48 CHF | 0.50 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 53,257 CHF | 49,740 CHF | 100.00% | 100.00% |
19/11/2024 | 3.26% | 0.46 CHF | 0.48 CHF | 110,000 | 100,000 | 106,826 | 100,000 | 51,872 CHF | 50,216 CHF | 100.00% | 100.00% |
18/11/2024 | 2.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,701 | 100,000 | 50,930 CHF | 52,084 CHF | 100.00% | 100.00% |
15/11/2024 | 3.10% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 102,194 | 100,000 | 51,162 CHF | 51,665 CHF | 99.99% | 99.99% |
14/11/2024 | 2.79% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,012 | 100,000 | 51,593 CHF | 52,542 CHF | 99.52% | 99.52% |
13/11/2024 | 2.99% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 99,147 | 51,638 CHF | 52,741 CHF | 99.32% | 99.32% |
12/11/2024 | 2.63% | 0.52 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,301 CHF | 54,721 CHF | 100.00% | 100.00% |
11/11/2024 | 2.64% | 0.54 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,706 CHF | 56,170 CHF | 100.00% | 100.00% |
08/11/2024 | 2.94% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,882 CHF | 55,492 CHF | 100.00% | 100.00% |
07/11/2024 | 3.04% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 97,408 | 54,668 CHF | 54,893 CHF | 99.13% | 99.13% |