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 | 4.28% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,878 CHF | 38,676 CHF | 100.00% | 100.00% |
19/11/2024 | 4.29% | 0.35 CHF | 0.37 CHF | 150,000 | 100,000 | 139,712 | 100,000 | 52,293 CHF | 39,138 CHF | 100.00% | 100.00% |
18/11/2024 | 3.80% | 0.39 CHF | 0.41 CHF | 130,000 | 100,000 | 130,932 | 100,000 | 51,659 CHF | 40,993 CHF | 100.00% | 100.00% |
15/11/2024 | 4.00% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 133,086 | 100,000 | 51,778 CHF | 40,516 CHF | 99.99% | 99.99% |
14/11/2024 | 3.60% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 131,192 | 100,000 | 52,392 CHF | 41,414 CHF | 99.52% | 99.52% |
13/11/2024 | 3.68% | 0.40 CHF | 0.42 CHF | 130,000 | 100,000 | 128,845 | 99,147 | 52,208 CHF | 41,686 CHF | 99.32% | 99.32% |
12/11/2024 | 3.84% | 0.41 CHF | 0.43 CHF | 130,000 | 100,000 | 121,225 | 100,000 | 50,965 CHF | 43,698 CHF | 100.00% | 100.00% |
11/11/2024 | 3.76% | 0.43 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,173 CHF | 45,143 CHF | 100.00% | 100.00% |
08/11/2024 | 3.46% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,373 CHF | 44,318 CHF | 100.00% | 100.00% |
07/11/2024 | 3.70% | 0.44 CHF | 0.46 CHF | 120,000 | 100,000 | 120,000 | 97,408 | 52,312 CHF | 44,060 CHF | 99.13% | 99.13% |