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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 138,707 | 75,000 | 52,384 CHF | 29,118 CHF | 100.00% | 100.00% |
20/11/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 150,502 | 75,000 | 51,622 CHF | 26,506 CHF | 100.00% | 100.00% |
19/11/2024 | 3.23% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 168,215 | 75,000 | 52,175 CHF | 24,047 CHF | 97.59% | 97.59% |
18/11/2024 | 3.85% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 167,198 | 63,966 | 51,962 CHF | 20,388 CHF | 99.94% | 99.94% |
15/11/2024 | 2.44% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 115,685 | 50,000 | 51,596 CHF | 23,159 CHF | 78.43% | 78.43% |
14/11/2024 | 1.86% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,618 | 50,000 | 53,553 CHF | 30,446 CHF | 99.43% | 99.43% |
13/11/2024 | 2.02% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 91,634 | 49,818 | 52,263 CHF | 29,014 CHF | 98.88% | 98.88% |
12/11/2024 | 1.80% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 86,945 | 50,000 | 53,040 CHF | 31,105 CHF | 87.66% | 87.66% |
11/11/2024 | 1.88% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,074 | 50,000 | 53,442 CHF | 30,229 CHF | 98.45% | 98.45% |
08/11/2024 | 2.02% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 96,545 | 50,000 | 52,675 CHF | 27,869 CHF | 100.00% | 100.00% |