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 | 2.85% | 0.44 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 53,404 CHF | 45,790 CHF | 100.00% | 100.00% |
19/11/2024 | 3.03% | 0.42 CHF | 0.44 CHF | 120,000 | 100,000 | 114,291 | 100,000 | 51,325 CHF | 46,347 CHF | 100.00% | 100.00% |
18/11/2024 | 3.01% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,005 | 100,000 | 51,485 CHF | 48,237 CHF | 100.00% | 100.00% |
15/11/2024 | 3.23% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,649 | 100,000 | 51,570 CHF | 47,728 CHF | 99.99% | 99.99% |
14/11/2024 | 3.20% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,386 | 100,000 | 52,111 CHF | 48,752 CHF | 99.52% | 99.52% |
13/11/2024 | 3.52% | 0.47 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 99,147 | 52,496 CHF | 49,004 CHF | 99.32% | 99.32% |
12/11/2024 | 2.46% | 0.48 CHF | 0.50 CHF | 110,000 | 100,000 | 104,082 | 100,000 | 51,572 CHF | 50,809 CHF | 100.00% | 100.00% |
11/11/2024 | 2.49% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,985 CHF | 52,270 CHF | 100.00% | 100.00% |
08/11/2024 | 3.28% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,629 | 100,000 | 50,341 CHF | 51,702 CHF | 100.00% | 100.00% |
07/11/2024 | 3.14% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,332 | 97,408 | 51,062 CHF | 51,164 CHF | 99.13% | 99.13% |