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 | 2.15% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 111,962 | 100,000 | 51,575 CHF | 47,084 CHF | 100.00% | 100.00% |
19/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 109,890 | 100,000 | 52,895 CHF | 49,136 CHF | 100.00% | 100.00% |
18/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 104,136 | 100,000 | 51,613 CHF | 50,586 CHF | 100.00% | 100.00% |
15/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 109,628 | 100,000 | 53,135 CHF | 49,474 CHF | 100.00% | 100.00% |
14/11/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,761 | 100,000 | 51,778 CHF | 51,427 CHF | 99.22% | 99.22% |
13/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 99,160 | 53,624 CHF | 54,175 CHF | 99.36% | 99.36% |
12/11/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 114,322 | 100,000 | 52,438 CHF | 46,938 CHF | 100.00% | 100.00% |
11/11/2024 | 2.64% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 138,362 | 100,000 | 51,695 CHF | 38,391 CHF | 100.00% | 100.00% |
08/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 132,558 | 100,000 | 51,528 CHF | 39,895 CHF | 100.00% | 100.00% |
07/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 138,714 | 97,395 | 52,797 CHF | 38,043 CHF | 98.73% | 98.73% |