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 | 4.33% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,622 CHF | 38,503 CHF | 100.00% | 100.00% |
19/11/2024 | 4.34% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 140,843 | 100,000 | 52,541 CHF | 39,027 CHF | 100.00% | 100.00% |
18/11/2024 | 3.85% | 0.39 CHF | 0.41 CHF | 130,000 | 100,000 | 131,173 | 100,000 | 51,533 CHF | 40,839 CHF | 100.00% | 100.00% |
15/11/2024 | 3.83% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 134,516 | 100,000 | 52,092 CHF | 40,265 CHF | 99.99% | 99.99% |
14/11/2024 | 3.57% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 131,282 | 100,000 | 52,245 CHF | 41,258 CHF | 99.52% | 99.52% |
13/11/2024 | 3.40% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,004 | 99,147 | 52,172 CHF | 41,490 CHF | 99.32% | 99.32% |
12/11/2024 | 4.31% | 0.41 CHF | 0.43 CHF | 130,000 | 100,000 | 121,791 | 100,000 | 50,932 CHF | 43,674 CHF | 100.00% | 100.00% |
11/11/2024 | 4.01% | 0.43 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,008 CHF | 45,113 CHF | 100.00% | 100.00% |
08/11/2024 | 3.36% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,340 CHF | 44,246 CHF | 100.00% | 100.00% |
07/11/2024 | 3.45% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,096 | 97,408 | 52,247 CHF | 43,864 CHF | 99.13% | 99.13% |