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 | 2.38% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 125,488 | 100,000 | 52,010 CHF | 42,476 CHF | 99.00% | 99.00% |
19/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,446 | 100,000 | 51,549 CHF | 35,509 CHF | 100.00% | 100.00% |
18/11/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 149,462 | 100,000 | 51,475 CHF | 35,479 CHF | 100.00% | 100.00% |
15/11/2024 | 2.59% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 134,716 | 100,000 | 51,330 CHF | 39,213 CHF | 100.00% | 100.00% |
14/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 118,926 | 100,000 | 52,204 CHF | 44,917 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 | 102,517 | 100,000 | 55,827 CHF | 55,742 CHF | 100.00% | 100.00% |
11/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 118,621 | 100,000 | 52,591 CHF | 45,365 CHF | 99.41% | 99.41% |
08/11/2024 | 2.50% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 131,023 | 100,000 | 51,702 CHF | 40,594 CHF | 100.00% | 100.00% |
07/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,431 | 97,395 | 52,077 CHF | 46,576 CHF | 98.73% | 98.73% |