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 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,997 | 100,000 | 51,932 CHF | 48,212 CHF | 99.00% | 99.00% |
19/11/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,212 | 100,000 | 52,076 CHF | 41,314 CHF | 100.00% | 100.00% |
18/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,198 | 100,000 | 51,791 CHF | 41,111 CHF | 100.00% | 100.00% |
15/11/2024 | 2.26% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 119,545 | 100,000 | 52,409 CHF | 44,917 CHF | 100.00% | 100.00% |
14/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 105,643 | 100,000 | 52,326 CHF | 50,573 CHF | 99.22% | 99.22% |
13/11/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 99,160 | 53,740 CHF | 54,279 CHF | 99.36% | 99.36% |
12/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,750 | 100,000 | 60,747 CHF | 61,398 CHF | 100.00% | 100.00% |
11/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 102,054 | 100,000 | 51,055 CHF | 51,071 CHF | 99.41% | 99.41% |
08/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 114,711 | 100,000 | 52,114 CHF | 46,515 CHF | 100.00% | 100.00% |
07/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 97,395 | 52,504 CHF | 52,181 CHF | 98.73% | 98.73% |