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 | 4.47% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 150,000 | 100,000 | 52,144 CHF | 36,354 CHF | 100.00% | 100.00% |
19/11/2024 | 4.45% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 146,157 | 100,000 | 51,374 CHF | 36,844 CHF | 100.00% | 100.00% |
18/11/2024 | 3.64% | 0.37 CHF | 0.39 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 52,090 CHF | 38,587 CHF | 100.00% | 100.00% |
15/11/2024 | 3.94% | 0.36 CHF | 0.38 CHF | 140,000 | 100,000 | 140,628 | 100,000 | 51,573 CHF | 38,151 CHF | 99.99% | 99.99% |
14/11/2024 | 4.06% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 139,239 | 100,000 | 52,301 CHF | 39,129 CHF | 99.52% | 99.52% |
13/11/2024 | 4.01% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 136,402 | 99,147 | 52,038 CHF | 39,388 CHF | 99.32% | 99.32% |
12/11/2024 | 4.25% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 51,654 CHF | 41,459 CHF | 100.00% | 100.00% |
11/11/2024 | 4.11% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 128,300 | 100,000 | 52,807 CHF | 42,898 CHF | 100.00% | 100.00% |
08/11/2024 | 3.55% | 0.40 CHF | 0.42 CHF | 130,000 | 100,000 | 130,000 | 100,000 | 52,640 CHF | 41,954 CHF | 100.00% | 100.00% |
07/11/2024 | 3.67% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 125,089 | 97,408 | 51,578 CHF | 41,696 CHF | 99.13% | 99.13% |