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 | 2.80% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 146,839 | 100,000 | 51,668 CHF | 36,436 CHF | 100.00% | 100.00% |
19/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 154,759 | 100,000 | 51,943 CHF | 34,767 CHF | 100.00% | 100.00% |
18/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 134,485 | 100,000 | 51,728 CHF | 39,518 CHF | 100.00% | 100.00% |
15/11/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 116,173 | 100,000 | 51,903 CHF | 45,725 CHF | 100.00% | 100.00% |
14/11/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 113,773 | 100,000 | 52,251 CHF | 46,969 CHF | 99.52% | 99.52% |
13/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 112,192 | 99,147 | 52,071 CHF | 47,067 CHF | 99.32% | 99.32% |
12/11/2024 | 1.75% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,656 CHF | 57,656 CHF | 100.00% | 100.00% |
11/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,649 CHF | 63,649 CHF | 100.00% | 100.00% |
08/11/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,921 CHF | 56,921 CHF | 100.00% | 100.00% |
07/11/2024 | 1.68% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,644 | 97,406 | 62,123 CHF | 61,874 CHF | 99.12% | 99.12% |