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 | 4.08% | 0.32 CHF | 0.34 CHF | 160,000 | 100,000 | 160,000 | 100,000 | 52,311 CHF | 34,056 CHF | 100.00% | 100.00% |
19/11/2024 | 3.95% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 156,100 | 100,000 | 51,669 CHF | 34,529 CHF | 100.00% | 100.00% |
18/11/2024 | 4.12% | 0.35 CHF | 0.37 CHF | 150,000 | 100,000 | 148,045 | 100,000 | 51,823 CHF | 36,493 CHF | 100.00% | 100.00% |
15/11/2024 | 3.95% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 148,721 | 100,000 | 51,392 CHF | 35,974 CHF | 99.99% | 99.99% |
14/11/2024 | 4.30% | 0.36 CHF | 0.38 CHF | 140,000 | 100,000 | 144,244 | 100,000 | 51,074 CHF | 36,995 CHF | 99.52% | 99.52% |
13/11/2024 | 4.22% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 142,592 | 99,147 | 51,340 CHF | 37,253 CHF | 99.32% | 99.32% |
12/11/2024 | 3.76% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 52,779 CHF | 39,144 CHF | 100.00% | 100.00% |
11/11/2024 | 3.64% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 50,886 CHF | 40,594 CHF | 100.00% | 100.00% |
08/11/2024 | 3.95% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 136,750 | 100,000 | 52,377 CHF | 39,862 CHF | 100.00% | 100.00% |
07/11/2024 | 3.91% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 132,081 | 97,408 | 51,677 CHF | 39,651 CHF | 99.13% | 99.13% |