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 | 2.60% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 136,167 | 100,000 | 51,685 CHF | 39,167 CHF | 100.00% | 100.00% |
19/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 142,696 | 100,000 | 51,705 CHF | 37,411 CHF | 100.00% | 100.00% |
18/11/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 126,015 | 100,000 | 51,944 CHF | 42,261 CHF | 100.00% | 100.00% |
15/11/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 110,343 | 100,000 | 52,355 CHF | 48,474 CHF | 100.00% | 100.00% |
14/11/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 107,718 | 100,000 | 52,430 CHF | 49,714 CHF | 99.52% | 99.52% |
13/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 106,548 | 99,147 | 52,156 CHF | 49,612 CHF | 99.32% | 99.32% |
12/11/2024 | 1.67% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,392 CHF | 60,392 CHF | 100.00% | 100.00% |
11/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,420 CHF | 66,420 CHF | 100.00% | 100.00% |
08/11/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,665 CHF | 59,665 CHF | 100.00% | 100.00% |
07/11/2024 | 1.61% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,481 | 97,406 | 64,856 CHF | 64,640 CHF | 99.12% | 99.12% |