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 | 3.13% | 0.42 CHF | 0.44 CHF | 120,000 | 100,000 | 120,549 | 100,000 | 51,124 CHF | 43,763 CHF | 100.00% | 100.00% |
19/11/2024 | 3.22% | 0.40 CHF | 0.42 CHF | 130,000 | 100,000 | 123,064 | 100,000 | 52,655 CHF | 44,238 CHF | 100.00% | 100.00% |
18/11/2024 | 3.44% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,924 | 100,000 | 53,536 CHF | 46,207 CHF | 100.00% | 100.00% |
15/11/2024 | 3.37% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,458 | 100,000 | 52,769 CHF | 45,698 CHF | 99.99% | 99.99% |
14/11/2024 | 3.30% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 115,695 | 100,000 | 52,244 CHF | 46,705 CHF | 99.52% | 99.52% |
13/11/2024 | 3.55% | 0.45 CHF | 0.47 CHF | 120,000 | 100,000 | 114,473 | 99,147 | 52,287 CHF | 46,946 CHF | 99.32% | 99.32% |
12/11/2024 | 2.61% | 0.46 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,258 CHF | 48,762 CHF | 100.00% | 100.00% |
11/11/2024 | 2.56% | 0.48 CHF | 0.50 CHF | 110,000 | 100,000 | 109,678 | 100,000 | 53,683 CHF | 50,217 CHF | 100.00% | 100.00% |
08/11/2024 | 3.31% | 0.48 CHF | 0.50 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,781 CHF | 49,598 CHF | 100.00% | 100.00% |
07/11/2024 | 3.27% | 0.49 CHF | 0.51 CHF | 110,000 | 100,000 | 108,921 | 97,408 | 53,176 CHF | 49,150 CHF | 99.13% | 99.13% |