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 | 3.89% | 0.32 CHF | 0.34 CHF | 160,000 | 100,000 | 160,030 | 100,000 | 52,015 CHF | 33,790 CHF | 100.00% | 100.00% |
19/11/2024 | 4.11% | 0.30 CHF | 0.32 CHF | 170,000 | 100,000 | 157,339 | 100,000 | 51,732 CHF | 34,347 CHF | 100.00% | 100.00% |
18/11/2024 | 4.13% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,657 | 100,000 | 52,081 CHF | 36,275 CHF | 100.00% | 100.00% |
15/11/2024 | 4.34% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 151,050 | 100,000 | 51,640 CHF | 35,728 CHF | 99.99% | 99.99% |
14/11/2024 | 4.31% | 0.36 CHF | 0.38 CHF | 140,000 | 100,000 | 145,588 | 100,000 | 51,289 CHF | 36,814 CHF | 99.52% | 99.52% |
13/11/2024 | 4.46% | 0.35 CHF | 0.37 CHF | 150,000 | 100,000 | 143,830 | 99,147 | 51,458 CHF | 37,106 CHF | 99.32% | 99.32% |
12/11/2024 | 3.16% | 0.36 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 52,677 CHF | 38,832 CHF | 100.00% | 100.00% |
11/11/2024 | 3.08% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,121 | 100,000 | 50,881 CHF | 40,328 CHF | 100.00% | 100.00% |
08/11/2024 | 3.97% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 137,519 | 100,000 | 52,536 CHF | 39,763 CHF | 100.00% | 100.00% |
07/11/2024 | 4.08% | 0.39 CHF | 0.41 CHF | 130,000 | 100,000 | 132,314 | 97,408 | 51,499 CHF | 39,509 CHF | 99.13% | 99.13% |