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 | 4.36% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 170,727 | 100,000 | 51,812 CHF | 31,705 CHF | 100.00% | 100.00% |
19/11/2024 | 5.14% | 0.28 CHF | 0.30 CHF | 180,000 | 100,000 | 169,889 | 100,000 | 51,880 CHF | 32,216 CHF | 100.00% | 100.00% |
18/11/2024 | 4.37% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 160,638 | 100,000 | 52,401 CHF | 34,084 CHF | 100.00% | 100.00% |
15/11/2024 | 4.64% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 161,332 | 100,000 | 51,838 CHF | 33,681 CHF | 99.99% | 99.99% |
14/11/2024 | 4.27% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 156,737 | 100,000 | 51,871 CHF | 34,570 CHF | 99.52% | 99.52% |
13/11/2024 | 4.83% | 0.33 CHF | 0.35 CHF | 160,000 | 100,000 | 154,902 | 99,147 | 52,072 CHF | 34,994 CHF | 99.32% | 99.32% |
12/11/2024 | 3.54% | 0.34 CHF | 0.36 CHF | 150,000 | 100,000 | 145,037 | 100,000 | 51,401 CHF | 36,734 CHF | 100.00% | 100.00% |
11/11/2024 | 3.51% | 0.36 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,657 CHF | 38,217 CHF | 100.00% | 100.00% |
08/11/2024 | 4.47% | 0.36 CHF | 0.38 CHF | 140,000 | 100,000 | 141,019 | 100,000 | 50,692 CHF | 37,598 CHF | 100.00% | 100.00% |
07/11/2024 | 4.56% | 0.37 CHF | 0.39 CHF | 140,000 | 100,000 | 140,669 | 97,408 | 51,665 CHF | 37,459 CHF | 99.13% | 99.13% |