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 | 2.77% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 143,531 | 50,000 | 51,169 CHF | 18,342 CHF | 100.00% | 100.00% |
19/11/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 146,431 | 50,000 | 51,936 CHF | 18,249 CHF | 99.40% | 99.40% |
18/11/2024 | 3.74% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 150,591 | 42,940 | 51,088 CHF | 15,178 CHF | 78.09% | 78.09% |
15/11/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 158,482 | 50,000 | 158,700 | 50,000 | 49,394 CHF | 16,062 CHF | 49.41% | 49.41% |
14/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 156,154 | 50,000 | 156,467 | 50,000 | 51,013 CHF | 16,802 CHF | 92.31% | 92.31% |
13/11/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 159,514 | 50,000 | 154,260 | 49,704 | 50,316 CHF | 16,728 CHF | 99.32% | 99.32% |
12/11/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 140,000 | 50,000 | 52,449 CHF | 19,232 CHF | 100.00% | 100.00% |
11/11/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 131,433 | 50,000 | 51,329 CHF | 20,034 CHF | 100.00% | 100.00% |
08/11/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 145,613 | 50,000 | 51,555 CHF | 18,229 CHF | 97.01% | 97.01% |
07/11/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 149,979 | 50,000 | 148,040 | 48,571 | 51,741 CHF | 17,482 CHF | 89.91% | 89.91% |