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 | 3.74% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,877 | 100,000 | 51,272 CHF | 40,676 CHF | 100.00% | 100.00% |
19/11/2024 | 4.07% | 0.37 CHF | 0.39 CHF | 140,000 | 100,000 | 131,883 | 100,000 | 51,996 CHF | 41,138 CHF | 100.00% | 100.00% |
18/11/2024 | 3.62% | 0.41 CHF | 0.43 CHF | 130,000 | 100,000 | 124,419 | 100,000 | 51,560 CHF | 42,993 CHF | 100.00% | 100.00% |
15/11/2024 | 3.80% | 0.40 CHF | 0.42 CHF | 130,000 | 100,000 | 127,490 | 100,000 | 52,152 CHF | 42,516 CHF | 99.99% | 99.99% |
14/11/2024 | 3.43% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 122,577 | 100,000 | 51,388 CHF | 43,414 CHF | 99.52% | 99.52% |
13/11/2024 | 3.52% | 0.42 CHF | 0.44 CHF | 120,000 | 100,000 | 120,585 | 99,147 | 51,280 CHF | 43,674 CHF | 99.32% | 99.32% |
12/11/2024 | 3.67% | 0.43 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,862 CHF | 45,699 CHF | 100.00% | 100.00% |
11/11/2024 | 3.60% | 0.45 CHF | 0.47 CHF | 120,000 | 100,000 | 115,257 | 100,000 | 52,391 CHF | 47,143 CHF | 100.00% | 100.00% |
08/11/2024 | 3.31% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 53,773 CHF | 46,318 CHF | 100.00% | 100.00% |
07/11/2024 | 3.54% | 0.46 CHF | 0.48 CHF | 110,000 | 100,000 | 112,668 | 97,408 | 51,339 CHF | 46,009 CHF | 99.13% | 99.13% |