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 | 3.64% | 0.25 CHF | 0.28 CHF | 200,000 | 100,000 | 190,170 | 100,000 | 51,309 CHF | 27,983 CHF | 14.13% | 99.38% |
19/11/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 197,802 | 100,000 | 50,934 CHF | 26,773 CHF | 100.00% | 100.00% |
18/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 178,487 | 100,000 | 51,717 CHF | 29,989 CHF | 100.00% | 100.00% |
15/11/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 171,814 | 100,000 | 51,286 CHF | 30,859 CHF | 99.99% | 99.99% |
14/11/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 185,989 | 100,000 | 50,727 CHF | 28,320 CHF | 99.52% | 99.52% |
13/11/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 183,523 | 99,703 | 51,144 CHF | 28,806 CHF | 99.32% | 99.32% |
12/11/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 171,706 | 100,000 | 51,822 CHF | 31,196 CHF | 100.00% | 100.00% |
11/11/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 52,238 CHF | 38,313 CHF | 100.00% | 100.00% |
08/11/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 140,999 | 100,000 | 51,440 CHF | 37,493 CHF | 100.00% | 100.00% |
07/11/2024 | - | 0.36 CHF | 0.42 CHF | 140,000 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |