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 | 3.00% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 82,284 CHF | 84,784 CHF | 97.86% | 97.86% |
19/11/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 250,786 | 250,786 | 76,124 CHF | 78,632 CHF | 99.97% | 99.97% |
18/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 85,510 CHF | 88,010 CHF | 98.77% | 98.77% |
15/11/2024 | 2.68% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 249,411 | 249,411 | 91,884 CHF | 94,378 CHF | 100.00% | 100.00% |
14/11/2024 | 2.48% | 0.43 CHF | 0.44 CHF | 225,000 | 225,000 | 238,968 | 238,969 | 95,008 CHF | 97,399 CHF | 98.26% | 98.26% |
13/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 93,479 CHF | 95,979 CHF | 99.60% | 99.60% |
12/11/2024 | 2.32% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 232,024 | 232,024 | 99,059 CHF | 101,379 CHF | 100.00% | 100.00% |
11/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 196,427 CHF | 200,427 CHF | 100.00% | 100.00% |
08/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 178,472 CHF | 182,472 CHF | 84.81% | 84.81% |
07/11/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 203,515 CHF | 207,515 CHF | 100.00% | 100.00% |