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 | 2.24% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,175 | 100,000 | 52,609 CHF | 45,157 CHF | 99.00% | 99.00% |
19/11/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 139,212 | 100,000 | 51,931 CHF | 38,314 CHF | 100.00% | 100.00% |
18/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 139,198 | 100,000 | 51,626 CHF | 38,111 CHF | 100.00% | 100.00% |
15/11/2024 | 2.42% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 127,653 | 100,000 | 52,120 CHF | 41,917 CHF | 100.00% | 100.00% |
14/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,023 | 100,000 | 51,684 CHF | 47,573 CHF | 99.22% | 99.22% |
13/11/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,861 | 99,160 | 51,528 CHF | 51,183 CHF | 99.36% | 99.36% |
12/11/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 101,459 | 100,000 | 58,045 CHF | 58,398 CHF | 100.00% | 100.00% |
11/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 111,859 | 100,000 | 52,611 CHF | 48,071 CHF | 99.41% | 99.41% |
08/11/2024 | 2.33% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 122,760 | 100,000 | 52,060 CHF | 43,515 CHF | 100.00% | 100.00% |
07/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 103,102 | 97,395 | 51,002 CHF | 49,259 CHF | 98.73% | 98.73% |