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 | 2.56% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 135,211 | 100,000 | 52,170 CHF | 39,612 CHF | 99.00% | 99.00% |
19/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 164,036 | 100,000 | 52,011 CHF | 32,732 CHF | 100.00% | 100.00% |
18/11/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 165,290 | 100,000 | 52,072 CHF | 32,535 CHF | 100.00% | 100.00% |
15/11/2024 | 2.79% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 145,016 | 100,000 | 51,218 CHF | 36,442 CHF | 100.00% | 100.00% |
14/11/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 127,114 | 100,000 | 52,325 CHF | 42,196 CHF | 99.22% | 99.22% |
13/11/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 116,034 | 99,160 | 52,396 CHF | 45,817 CHF | 99.36% | 99.36% |
12/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 104,796 | 100,000 | 53,848 CHF | 52,815 CHF | 100.00% | 100.00% |
11/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 123,542 | 100,000 | 51,299 CHF | 42,570 CHF | 99.41% | 99.41% |
08/11/2024 | 2.70% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 140,923 | 100,000 | 51,580 CHF | 37,731 CHF | 100.00% | 100.00% |
07/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,004 | 97,395 | 52,637 CHF | 43,748 CHF | 98.73% | 98.73% |