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 | 5.30% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,976 | 100,000 | 52,335 CHF | 32,469 CHF | 100.00% | 100.00% |
19/11/2024 | 5.07% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 165,353 | 100,000 | 51,600 CHF | 32,922 CHF | 100.00% | 100.00% |
18/11/2024 | 4.14% | 0.33 CHF | 0.35 CHF | 160,000 | 100,000 | 156,424 | 100,000 | 51,962 CHF | 34,642 CHF | 100.00% | 100.00% |
15/11/2024 | 4.45% | 0.32 CHF | 0.34 CHF | 160,000 | 100,000 | 158,274 | 100,000 | 51,711 CHF | 34,182 CHF | 99.99% | 99.99% |
14/11/2024 | 4.31% | 0.34 CHF | 0.36 CHF | 150,000 | 100,000 | 153,374 | 100,000 | 51,658 CHF | 35,187 CHF | 99.52% | 99.52% |
13/11/2024 | 4.03% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 150,897 | 99,147 | 51,789 CHF | 35,435 CHF | 99.32% | 99.32% |
12/11/2024 | 4.76% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 142,380 | 100,000 | 50,900 CHF | 37,507 CHF | 100.00% | 100.00% |
11/11/2024 | 4.64% | 0.37 CHF | 0.39 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 52,104 CHF | 38,985 CHF | 100.00% | 100.00% |
08/11/2024 | 3.85% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,238 CHF | 38,033 CHF | 100.00% | 100.00% |
07/11/2024 | 4.20% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 140,190 | 97,408 | 52,375 CHF | 37,958 CHF | 99.13% | 99.13% |