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 | 2.48% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,518 | 100,000 | 51,541 CHF | 40,804 CHF | 99.00% | 99.00% |
19/11/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 158,138 | 100,000 | 51,951 CHF | 33,870 CHF | 100.00% | 100.00% |
18/11/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 158,644 | 100,000 | 51,821 CHF | 33,699 CHF | 100.00% | 100.00% |
15/11/2024 | 2.71% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 142,765 | 100,000 | 52,040 CHF | 37,555 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 | 2.16% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 112,946 | 99,160 | 52,275 CHF | 46,927 CHF | 99.36% | 99.36% |
12/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 103,485 | 100,000 | 54,506 CHF | 54,034 CHF | 100.00% | 100.00% |
11/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 121,930 | 100,000 | 51,956 CHF | 43,645 CHF | 99.41% | 99.41% |
08/11/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 136,761 | 100,000 | 51,865 CHF | 39,064 CHF | 100.00% | 100.00% |
07/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 116,824 | 97,395 | 52,593 CHF | 44,896 CHF | 98.73% | 98.73% |