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 | 3.04% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 142,027 | 50,000 | 51,432 CHF | 18,677 CHF | 100.00% | 100.00% |
19/11/2024 | 3.30% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 150,132 | 50,000 | 51,845 CHF | 17,861 CHF | 99.99% | 99.99% |
18/11/2024 | 4.46% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 167,423 | 44,487 | 51,556 CHF | 14,293 CHF | 100.00% | 100.00% |
15/11/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 166,583 | 50,000 | 51,648 CHF | 16,061 CHF | 100.00% | 100.00% |
14/11/2024 | 3.14% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 148,725 | 50,000 | 51,627 CHF | 17,919 CHF | 98.83% | 98.83% |
13/11/2024 | 3.44% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 155,436 | 49,680 | 51,880 CHF | 17,192 CHF | 92.01% | 92.01% |
12/11/2024 | 2.80% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 130,729 | 50,000 | 52,029 CHF | 20,469 CHF | 100.00% | 100.00% |
11/11/2024 | 2.49% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 118,003 | 50,000 | 52,618 CHF | 22,872 CHF | 99.81% | 99.81% |
08/11/2024 | 2.92% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 128,461 | 50,000 | 51,361 CHF | 20,600 CHF | 100.00% | 100.00% |
07/11/2024 | 2.94% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 125,193 | 48,703 | 51,842 CHF | 20,738 CHF | 99.13% | 99.13% |