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 | 2.80% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 146,446 | 100,000 | 51,530 CHF | 36,212 CHF | 99.00% | 99.00% |
19/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 180,089 | 100,000 | 51,035 CHF | 29,355 CHF | 100.00% | 100.00% |
18/11/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 180,209 | 100,000 | 50,970 CHF | 29,310 CHF | 85.24% | 85.24% |
15/11/2024 | 3.09% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 162,429 | 100,000 | 51,789 CHF | 33,006 CHF | 100.00% | 100.00% |
14/11/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 138,146 | 100,000 | 51,872 CHF | 38,573 CHF | 99.22% | 99.22% |
13/11/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 124,564 | 99,160 | 51,943 CHF | 42,380 CHF | 99.36% | 99.36% |
12/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,191 | 100,000 | 52,672 CHF | 49,398 CHF | 100.00% | 100.00% |
11/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,648 | 100,000 | 51,584 CHF | 39,071 CHF | 99.41% | 99.41% |
08/11/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 155,243 | 100,000 | 51,770 CHF | 34,515 CHF | 100.00% | 100.00% |
07/11/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,117 | 97,395 | 52,754 CHF | 40,545 CHF | 98.73% | 98.73% |