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 | 4.09% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 131,914 | 100,000 | 51,229 CHF | 40,469 CHF | 100.00% | 100.00% |
19/11/2024 | 4.04% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 132,207 | 100,000 | 51,929 CHF | 40,970 CHF | 100.00% | 100.00% |
18/11/2024 | 3.64% | 0.41 CHF | 0.43 CHF | 130,000 | 100,000 | 126,063 | 100,000 | 52,004 CHF | 42,803 CHF | 100.00% | 100.00% |
15/11/2024 | 3.57% | 0.40 CHF | 0.42 CHF | 130,000 | 100,000 | 127,639 | 100,000 | 51,954 CHF | 42,207 CHF | 99.99% | 99.99% |
14/11/2024 | 3.40% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 123,144 | 100,000 | 51,453 CHF | 43,258 CHF | 99.52% | 99.52% |
13/11/2024 | 3.28% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,853 | 99,147 | 51,240 CHF | 43,442 CHF | 99.32% | 99.32% |
12/11/2024 | 4.01% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,598 CHF | 45,627 CHF | 100.00% | 100.00% |
11/11/2024 | 3.85% | 0.45 CHF | 0.47 CHF | 120,000 | 100,000 | 116,721 | 100,000 | 52,885 CHF | 47,104 CHF | 100.00% | 100.00% |
08/11/2024 | 3.20% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 53,715 CHF | 46,217 CHF | 100.00% | 100.00% |
07/11/2024 | 3.33% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 113,303 | 97,408 | 51,482 CHF | 45,789 CHF | 99.13% | 99.13% |