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 | 2.47% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,378 | 100,000 | 51,702 CHF | 40,972 CHF | 99.00% | 99.00% |
19/11/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 157,861 | 100,000 | 51,935 CHF | 33,920 CHF | 100.00% | 100.00% |
18/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 158,144 | 100,000 | 51,856 CHF | 33,821 CHF | 100.00% | 100.00% |
15/11/2024 | 2.70% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 142,599 | 100,000 | 52,033 CHF | 37,590 CHF | 100.00% | 100.00% |
14/11/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 121,490 | 100,000 | 51,471 CHF | 43,388 CHF | 99.22% | 99.22% |
13/11/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 112,781 | 99,160 | 52,267 CHF | 46,983 CHF | 99.36% | 99.36% |
12/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 103,424 | 100,000 | 54,599 CHF | 54,152 CHF | 100.00% | 100.00% |
11/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 121,914 | 100,000 | 52,057 CHF | 43,734 CHF | 99.41% | 99.41% |
08/11/2024 | 2.59% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 135,851 | 100,000 | 51,684 CHF | 39,170 CHF | 100.00% | 100.00% |
07/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 116,731 | 97,395 | 52,578 CHF | 44,920 CHF | 98.73% | 98.73% |