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 | 2.39% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 125,954 | 100,000 | 52,069 CHF | 42,370 CHF | 99.00% | 99.00% |
19/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,509 | 100,000 | 51,538 CHF | 35,487 CHF | 100.00% | 100.00% |
18/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 149,969 | 100,000 | 51,420 CHF | 35,327 CHF | 100.00% | 100.00% |
15/11/2024 | 2.59% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 135,208 | 100,000 | 51,414 CHF | 39,137 CHF | 100.00% | 100.00% |
14/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 119,011 | 100,000 | 52,134 CHF | 44,825 CHF | 99.22% | 99.22% |
13/11/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,820 | 99,160 | 52,081 CHF | 48,482 CHF | 99.36% | 99.36% |
12/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 102,594 | 100,000 | 55,721 CHF | 55,599 CHF | 100.00% | 100.00% |
11/11/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,105 | 100,000 | 52,693 CHF | 45,265 CHF | 99.41% | 99.41% |
08/11/2024 | 2.50% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 131,036 | 100,000 | 51,682 CHF | 40,574 CHF | 100.00% | 100.00% |
07/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,454 | 97,395 | 52,019 CHF | 46,517 CHF | 98.73% | 98.73% |