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 | 3.00% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 168,021 | 168,021 | 55,155 CHF | 56,835 CHF | 100.00% | 100.00% |
19/11/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 168,223 | 168,223 | 55,138 CHF | 56,820 CHF | 99.91% | 99.91% |
18/11/2024 | 2.73% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 153,395 | 153,395 | 55,507 CHF | 57,041 CHF | 99.91% | 99.91% |
15/11/2024 | 4.08% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 219,702 | 219,701 | 52,821 CHF | 55,018 CHF | 100.00% | 100.00% |
14/11/2024 | 5.02% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 265,437 | 265,437 | 51,515 CHF | 54,170 CHF | 100.00% | 100.00% |
13/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,054 | 150,054 | 56,064 CHF | 57,565 CHF | 100.00% | 100.00% |
12/11/2024 | 3.10% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 174,951 | 174,951 | 55,619 CHF | 57,368 CHF | 99.71% | 99.71% |
11/11/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 165,985 | 165,985 | 55,209 CHF | 56,869 CHF | 99.85% | 99.85% |
08/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 133,640 | 133,640 | 52,587 CHF | 53,924 CHF | 100.00% | 100.00% |
07/11/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 127,868 | 127,868 | 53,197 CHF | 54,476 CHF | 99.91% | 99.91% |