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 | 2.82% | 0.46 CHF | 0.48 CHF | 110,000 | 100,000 | 110,549 | 100,000 | 51,304 CHF | 47,740 CHF | 100.00% | 100.00% |
19/11/2024 | 2.95% | 0.44 CHF | 0.46 CHF | 120,000 | 100,000 | 113,064 | 100,000 | 52,893 CHF | 48,238 CHF | 100.00% | 100.00% |
18/11/2024 | 3.20% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,999 | 100,000 | 53,489 CHF | 50,207 CHF | 100.00% | 100.00% |
15/11/2024 | 3.12% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,458 | 100,000 | 52,695 CHF | 49,681 CHF | 99.99% | 99.99% |
14/11/2024 | 2.90% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 105,869 | 100,000 | 51,976 CHF | 50,570 CHF | 99.52% | 99.52% |
13/11/2024 | 3.16% | 0.49 CHF | 0.51 CHF | 110,000 | 100,000 | 104,473 | 99,147 | 51,895 CHF | 50,858 CHF | 99.32% | 99.32% |
12/11/2024 | 2.41% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,507 CHF | 52,762 CHF | 100.00% | 100.00% |
11/11/2024 | 2.37% | 0.52 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,949 CHF | 54,217 CHF | 100.00% | 100.00% |
08/11/2024 | 3.06% | 0.52 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,982 CHF | 53,598 CHF | 100.00% | 100.00% |
07/11/2024 | 3.02% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 97,408 | 52,833 CHF | 53,044 CHF | 99.13% | 99.13% |