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 | 2.22% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 118,281 | 100,000 | 52,742 CHF | 45,612 CHF | 99.00% | 99.00% |
19/11/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 138,436 | 100,000 | 52,212 CHF | 38,732 CHF | 100.00% | 100.00% |
18/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 137,891 | 100,000 | 51,722 CHF | 38,535 CHF | 100.00% | 100.00% |
15/11/2024 | 2.39% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 124,582 | 100,000 | 51,517 CHF | 42,442 CHF | 100.00% | 100.00% |
14/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,972 | 100,000 | 51,894 CHF | 48,196 CHF | 99.22% | 99.22% |
13/11/2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,157 | 99,160 | 51,273 CHF | 51,767 CHF | 99.36% | 99.36% |
12/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 101,380 | 100,000 | 58,431 CHF | 58,815 CHF | 100.00% | 100.00% |
11/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,901 | 100,000 | 52,730 CHF | 48,570 CHF | 99.41% | 99.41% |
08/11/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 122,081 | 100,000 | 52,012 CHF | 43,731 CHF | 100.00% | 100.00% |
07/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 101,867 | 97,395 | 50,765 CHF | 49,591 CHF | 98.73% | 98.73% |