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 | 3.78% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 128,487 | 100,000 | 52,737 CHF | 42,639 CHF | 100.00% | 100.00% |
19/11/2024 | 3.89% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 123,420 | 100,000 | 51,063 CHF | 43,073 CHF | 100.00% | 100.00% |
18/11/2024 | 3.33% | 0.43 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,158 CHF | 44,933 CHF | 100.00% | 100.00% |
15/11/2024 | 3.63% | 0.42 CHF | 0.44 CHF | 120,000 | 100,000 | 120,220 | 100,000 | 51,605 CHF | 44,516 CHF | 99.99% | 99.99% |
14/11/2024 | 3.28% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,744 CHF | 45,414 CHF | 99.52% | 99.52% |
13/11/2024 | 3.26% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 118,906 | 99,147 | 52,918 CHF | 45,591 CHF | 99.32% | 99.32% |
12/11/2024 | 3.82% | 0.45 CHF | 0.47 CHF | 120,000 | 100,000 | 111,420 | 100,000 | 51,141 CHF | 47,698 CHF | 100.00% | 100.00% |
11/11/2024 | 3.43% | 0.47 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,225 CHF | 49,133 CHF | 100.00% | 100.00% |
08/11/2024 | 3.10% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,492 CHF | 48,286 CHF | 100.00% | 100.00% |
07/11/2024 | 3.23% | 0.48 CHF | 0.50 CHF | 110,000 | 100,000 | 110,018 | 97,408 | 52,356 CHF | 47,869 CHF | 99.13% | 99.13% |