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 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 114,974 | 100,000 | 52,548 CHF | 46,737 CHF | 99.00% | 99.00% |
19/11/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 133,500 | 100,000 | 51,859 CHF | 39,870 CHF | 100.00% | 100.00% |
18/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 134,869 | 100,000 | 52,093 CHF | 39,658 CHF | 100.00% | 100.00% |
15/11/2024 | 2.33% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 122,705 | 100,000 | 52,093 CHF | 43,555 CHF | 100.00% | 100.00% |
14/11/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 108,249 | 100,000 | 52,248 CHF | 49,298 CHF | 99.22% | 99.22% |
13/11/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 99,160 | 52,196 CHF | 52,759 CHF | 99.36% | 99.36% |
12/11/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,985 | 100,000 | 59,384 CHF | 59,938 CHF | 100.00% | 100.00% |
11/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,143 | 100,000 | 52,488 CHF | 49,570 CHF | 99.41% | 99.41% |
08/11/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,161 | 100,000 | 52,480 CHF | 44,816 CHF | 100.00% | 100.00% |
07/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 101,100 | 97,395 | 51,576 CHF | 50,739 CHF | 98.73% | 98.73% |