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 | 2.27% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 112,050 | 50,000 | 51,792 CHF | 23,658 CHF | 92.81% | 92.81% |
19/11/2024 | 2.44% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,072 | 50,000 | 52,051 CHF | 22,211 CHF | 99.53% | 99.53% |
18/11/2024 | 2.80% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 113,479 | 44,487 | 51,785 CHF | 20,880 CHF | 100.00% | 100.00% |
15/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 117,763 | 50,000 | 52,307 CHF | 22,781 CHF | 92.47% | 92.47% |
14/11/2024 | 2.29% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,050 | 50,000 | 51,402 CHF | 23,896 CHF | 98.20% | 98.20% |
13/11/2024 | 2.39% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 113,323 | 49,700 | 52,203 CHF | 23,471 CHF | 98.35% | 98.35% |
12/11/2024 | 2.18% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,606 | 50,000 | 51,498 CHF | 25,918 CHF | 97.69% | 97.69% |
11/11/2024 | 1.92% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,362 | 50,000 | 54,394 CHF | 27,907 CHF | 100.00% | 100.00% |
08/11/2024 | 2.19% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 103,993 | 50,000 | 51,712 CHF | 25,432 CHF | 96.30% | 96.30% |
07/11/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 101,108 | 48,588 | 51,109 CHF | 25,108 CHF | 91.03% | 91.03% |