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 | 4.56% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,976 | 100,000 | 52,176 CHF | 36,415 CHF | 100.00% | 100.00% |
19/11/2024 | 4.51% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 145,966 | 100,000 | 51,388 CHF | 36,922 CHF | 100.00% | 100.00% |
18/11/2024 | 3.67% | 0.37 CHF | 0.39 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 52,131 CHF | 38,627 CHF | 100.00% | 100.00% |
15/11/2024 | 3.97% | 0.36 CHF | 0.38 CHF | 140,000 | 100,000 | 140,628 | 100,000 | 51,597 CHF | 38,182 CHF | 99.99% | 99.99% |
14/11/2024 | 3.86% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 138,246 | 100,000 | 52,103 CHF | 39,187 CHF | 99.52% | 99.52% |
13/11/2024 | 3.62% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,768 | 99,147 | 52,014 CHF | 39,401 CHF | 99.32% | 99.32% |
12/11/2024 | 4.45% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 51,691 CHF | 41,573 CHF | 100.00% | 100.00% |
11/11/2024 | 4.20% | 0.41 CHF | 0.43 CHF | 130,000 | 100,000 | 127,826 | 100,000 | 52,670 CHF | 42,985 CHF | 100.00% | 100.00% |
08/11/2024 | 3.47% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 52,778 CHF | 42,033 CHF | 100.00% | 100.00% |
07/11/2024 | 3.80% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 124,115 | 97,408 | 51,300 CHF | 41,854 CHF | 99.13% | 99.13% |