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 | 3.89% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 102,085 | 102,085 | 51,474 CHF | 53,516 CHF | 100.00% | 100.00% |
19/11/2024 | 3.91% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,796 | 100,796 | 50,507 CHF | 52,523 CHF | 99.89% | 99.89% |
18/11/2024 | 3.94% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 103,866 | 103,866 | 51,714 CHF | 53,791 CHF | 99.89% | 99.89% |
15/11/2024 | 3.97% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 116,800 | 116,800 | 57,601 CHF | 59,937 CHF | 100.00% | 100.00% |
14/11/2024 | 4.01% | 0.49 CHF | 0.51 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 61,123 CHF | 63,623 CHF | 100.00% | 100.00% |
13/11/2024 | 3.98% | 0.49 CHF | 0.51 CHF | 125,000 | 125,000 | 119,802 | 119,802 | 58,912 CHF | 61,308 CHF | 100.00% | 100.00% |
12/11/2024 | 3.98% | 0.50 CHF | 0.52 CHF | 125,000 | 125,000 | 118,957 | 118,957 | 58,599 CHF | 60,978 CHF | 99.71% | 99.71% |
11/11/2024 | 3.98% | 0.49 CHF | 0.51 CHF | 100,000 | 100,000 | 119,074 | 119,074 | 58,557 CHF | 60,938 CHF | 99.86% | 99.86% |
08/11/2024 | 4.04% | 0.49 CHF | 0.51 CHF | 125,000 | 125,000 | 122,465 | 122,464 | 59,337 CHF | 61,786 CHF | 100.00% | 100.00% |
07/11/2024 | 3.96% | 0.49 CHF | 0.51 CHF | 100,000 | 100,000 | 112,763 | 112,763 | 55,768 CHF | 58,024 CHF | 99.89% | 99.89% |