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 | 2.31% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,047 | 100,000 | 51,384 CHF | 43,804 CHF | 99.00% | 99.00% |
19/11/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 143,252 | 100,000 | 51,422 CHF | 36,920 CHF | 100.00% | 100.00% |
18/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 144,737 | 100,000 | 51,626 CHF | 36,699 CHF | 100.00% | 100.00% |
15/11/2024 | 2.50% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 132,180 | 100,000 | 52,201 CHF | 40,590 CHF | 100.00% | 100.00% |
14/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 116,800 | 100,000 | 52,971 CHF | 46,388 CHF | 99.22% | 99.22% |
13/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 105,293 | 99,160 | 51,943 CHF | 49,958 CHF | 99.36% | 99.36% |
12/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 101,863 | 100,000 | 56,966 CHF | 57,152 CHF | 100.00% | 100.00% |
11/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 112,795 | 100,000 | 51,538 CHF | 46,734 CHF | 99.41% | 99.41% |
08/11/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 126,582 | 100,000 | 51,972 CHF | 42,170 CHF | 100.00% | 100.00% |
07/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,984 | 97,395 | 52,864 CHF | 47,842 CHF | 98.73% | 98.73% |