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 | 2.70% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 109,601 CHF | 112,601 CHF | 100.00% | 100.00% |
19/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 111,270 CHF | 114,270 CHF | 99.85% | 99.85% |
18/11/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 297,070 | 297,070 | 101,247 CHF | 104,217 CHF | 100.00% | 100.00% |
15/11/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 290,000 | 290,000 | 290,584 | 290,584 | 91,886 CHF | 94,792 CHF | 100.00% | 100.00% |
14/11/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 78,213 CHF | 81,113 CHF | 100.00% | 100.00% |
13/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 290,000 | 290,000 | 284,459 | 284,459 | 69,232 CHF | 72,077 CHF | 100.00% | 100.00% |
12/11/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 290,000 | 290,000 | 285,345 | 285,345 | 71,207 CHF | 74,061 CHF | 99.86% | 99.86% |
11/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 61,854 CHF | 64,654 CHF | 100.00% | 100.00% |
08/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 290,000 | 290,000 | 283,996 | 283,996 | 68,978 CHF | 71,818 CHF | 98.88% | 98.88% |
07/11/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 62,080 CHF | 64,880 CHF | 100.00% | 100.00% |