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 | 2.24% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 118,875 | 100,000 | 52,497 CHF | 45,340 CHF | 100.00% | 100.00% |
19/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 121,684 | 100,000 | 51,670 CHF | 43,622 CHF | 100.00% | 100.00% |
18/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,202 | 100,000 | 52,109 CHF | 48,321 CHF | 100.00% | 100.00% |
15/11/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,526 CHF | 54,526 CHF | 100.00% | 100.00% |
14/11/2024 | 1.81% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,898 CHF | 55,898 CHF | 99.52% | 99.52% |
13/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,837 | 99,147 | 55,188 CHF | 55,806 CHF | 99.32% | 99.32% |
12/11/2024 | 1.52% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,491 CHF | 66,491 CHF | 100.00% | 100.00% |
11/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,530 CHF | 72,530 CHF | 100.00% | 100.00% |
08/11/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,741 CHF | 65,741 CHF | 100.00% | 100.00% |
07/11/2024 | 1.46% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 98,962 | 97,406 | 70,589 CHF | 70,576 CHF | 99.12% | 99.12% |