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 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,999 | 100,000 | 51,663 CHF | 44,053 CHF | 99.00% | 99.00% |
19/11/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 141,603 | 100,000 | 51,148 CHF | 37,138 CHF | 100.00% | 100.00% |
18/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 144,073 | 100,000 | 51,636 CHF | 36,869 CHF | 100.00% | 100.00% |
15/11/2024 | 2.49% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 130,917 | 100,000 | 52,007 CHF | 40,812 CHF | 100.00% | 100.00% |
14/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 116,615 | 100,000 | 52,968 CHF | 46,458 CHF | 99.22% | 99.22% |
13/11/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 105,143 | 99,160 | 51,982 CHF | 50,063 CHF | 99.36% | 99.36% |
12/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 101,827 | 100,000 | 57,027 CHF | 57,227 CHF | 100.00% | 100.00% |
11/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 112,184 | 100,000 | 51,548 CHF | 46,990 CHF | 99.41% | 99.41% |
08/11/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 125,566 | 100,000 | 51,795 CHF | 42,350 CHF | 100.00% | 100.00% |
07/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,767 | 97,395 | 53,029 CHF | 48,091 CHF | 98.73% | 98.73% |