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 | 3.01% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 158,056 | 100,000 | 51,712 CHF | 33,737 CHF | 99.00% | 99.00% |
19/11/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 190,367 | 100,000 | 190,606 | 100,000 | 49,307 CHF | 26,875 CHF | 69.54% | 69.54% |
18/11/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 191,959 | 100,000 | 191,711 | 100,000 | 48,780 CHF | 26,454 CHF | 83.28% | 83.28% |
15/11/2024 | 3.30% | 0.27 CHF | 0.28 CHF | 192,088 | 100,000 | 172,138 | 100,000 | 51,368 CHF | 30,924 CHF | 90.13% | 90.13% |
14/11/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 146,897 | 100,000 | 51,804 CHF | 36,298 CHF | 99.22% | 99.22% |
13/11/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 132,652 | 99,160 | 52,104 CHF | 39,986 CHF | 99.36% | 99.36% |
12/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 114,560 | 100,000 | 51,780 CHF | 46,938 CHF | 100.00% | 100.00% |
11/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 143,760 | 100,000 | 51,175 CHF | 36,645 CHF | 99.41% | 99.41% |
08/11/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 165,518 | 100,000 | 51,598 CHF | 32,329 CHF | 91.41% | 91.41% |
07/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 136,824 | 97,395 | 52,013 CHF | 38,078 CHF | 98.73% | 98.73% |