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 | 2.67% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 139,378 | 100,000 | 51,518 CHF | 37,972 CHF | 99.00% | 99.00% |
19/11/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 171,709 | 100,000 | 51,582 CHF | 31,058 CHF | 100.00% | 100.00% |
18/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 173,239 | 100,000 | 51,685 CHF | 30,869 CHF | 100.00% | 100.00% |
15/11/2024 | 2.93% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 153,729 | 100,000 | 51,669 CHF | 34,725 CHF | 100.00% | 100.00% |
14/11/2024 | 2.50% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 130,705 | 100,000 | 51,541 CHF | 40,458 CHF | 99.22% | 99.22% |
13/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,622 | 99,160 | 52,005 CHF | 44,114 CHF | 99.36% | 99.36% |
12/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 107,020 | 100,000 | 53,195 CHF | 51,227 CHF | 100.00% | 100.00% |
11/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 131,885 | 100,000 | 52,511 CHF | 40,846 CHF | 99.41% | 99.41% |
08/11/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 147,403 | 100,000 | 51,884 CHF | 36,350 CHF | 100.00% | 100.00% |
07/11/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 121,696 | 97,395 | 51,426 CHF | 42,214 CHF | 98.73% | 98.73% |