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 | 2.84% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 49,006 CHF | 50,406 CHF | 100.00% | 100.00% |
19/11/2024 | 3.33% | 0.32 CHF | 0.33 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 41,763 CHF | 43,163 CHF | 100.00% | 100.00% |
18/11/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 140,000 | 140,000 | 139,870 | 139,870 | 53,702 CHF | 55,102 CHF | 99.07% | 99.07% |
15/11/2024 | 2.08% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 62,009 CHF | 63,309 CHF | 100.00% | 100.00% |
14/11/2024 | 2.10% | 0.54 CHF | 0.55 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 66,556 CHF | 67,956 CHF | 99.08% | 99.08% |
13/11/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 44,272 CHF | 45,672 CHF | 100.00% | 100.00% |
12/11/2024 | 2.16% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 119,996 | 119,996 | 55,540 CHF | 56,740 CHF | 100.00% | 100.00% |
11/11/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 87,939 CHF | 89,339 CHF | 100.00% | 100.00% |
08/11/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 61,687 CHF | 62,887 CHF | 100.00% | 100.00% |
07/11/2024 | 1.66% | 0.64 CHF | 0.65 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 83,843 CHF | 85,243 CHF | 99.67% | 99.67% |