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 | 2.29% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 111,538 | 75,000 | 51,838 CHF | 35,680 CHF | 100.00% | 100.00% |
19/11/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 127,475 | 50,000 | 52,471 CHF | 21,151 CHF | 99.99% | 99.99% |
18/11/2024 | 3.04% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 123,594 | 63,971 | 52,069 CHF | 27,623 CHF | 100.00% | 100.00% |
15/11/2024 | 2.89% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 140,773 | 50,000 | 51,585 CHF | 18,916 CHF | 99.90% | 99.90% |
14/11/2024 | 3.07% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 131,363 | 48,156 | 48,533 CHF | 18,351 CHF | 97.31% | 97.31% |
13/11/2024 | 2.44% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 118,847 | 74,123 | 52,517 CHF | 33,562 CHF | 98.65% | 98.65% |
12/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 126,366 | 50,000 | 51,991 CHF | 21,138 CHF | 96.80% | 96.80% |
11/11/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 106,732 | 50,000 | 52,025 CHF | 24,926 CHF | 99.56% | 99.56% |
08/11/2024 | 2.32% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 109,637 | 50,000 | 51,977 CHF | 24,265 CHF | 99.41% | 99.41% |
07/11/2024 | 2.38% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 94,729 | 47,981 | 49,363 CHF | 25,596 CHF | 97.83% | 97.83% |