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 | 3.22% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,101 | 100,000 | 51,641 CHF | 31,559 CHF | 99.00% | 99.00% |
19/11/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 190,103 | 100,000 | 190,982 | 100,000 | 45,226 CHF | 24,683 CHF | 100.00% | 100.00% |
18/11/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 191,771 | 100,000 | 191,935 | 100,000 | 45,057 CHF | 24,479 CHF | 100.00% | 100.00% |
15/11/2024 | 3.60% | 0.23 CHF | 0.24 CHF | 192,392 | 100,000 | 182,402 | 100,000 | 49,889 CHF | 28,434 CHF | 84.57% | 84.57% |
14/11/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 157,560 | 100,000 | 51,974 CHF | 34,018 CHF | 99.22% | 99.22% |
13/11/2024 | 2.72% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 139,136 | 99,160 | 51,592 CHF | 37,800 CHF | 99.36% | 99.36% |
12/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 118,243 | 100,000 | 52,026 CHF | 45,481 CHF | 94.98% | 94.98% |
11/11/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 155,359 | 100,000 | 51,836 CHF | 34,418 CHF | 99.41% | 99.41% |
08/11/2024 | 3.37% | 0.26 CHF | 0.27 CHF | 187,650 | 100,000 | 174,771 | 100,000 | 51,063 CHF | 30,336 CHF | 79.98% | 79.98% |
07/11/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 141,906 | 97,395 | 50,781 CHF | 35,902 CHF | 98.73% | 98.73% |