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 | 2.90% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 152,574 | 100,000 | 51,904 CHF | 35,053 CHF | 99.00% | 99.00% |
19/11/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 185,767 | 100,000 | 50,872 CHF | 28,410 CHF | 45.63% | 45.63% |
18/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 192,205 | 100,000 | 187,385 | 100,000 | 50,737 CHF | 28,108 CHF | 76.41% | 76.41% |
15/11/2024 | 3.20% | 0.27 CHF | 0.28 CHF | 192,767 | 100,000 | 168,307 | 100,000 | 51,838 CHF | 31,902 CHF | 97.74% | 97.74% |
14/11/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 140,598 | 100,000 | 51,388 CHF | 37,573 CHF | 99.22% | 99.22% |
13/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 127,601 | 99,160 | 51,786 CHF | 41,267 CHF | 99.36% | 99.36% |
12/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 112,369 | 100,000 | 52,437 CHF | 48,334 CHF | 100.00% | 100.00% |
11/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 141,771 | 100,000 | 52,397 CHF | 37,990 CHF | 99.41% | 99.41% |
08/11/2024 | 3.05% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 159,993 | 100,000 | 51,678 CHF | 33,439 CHF | 100.00% | 100.00% |
07/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 131,696 | 97,395 | 51,747 CHF | 39,325 CHF | 98.73% | 98.73% |