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 | 2.03% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 107,613 | 50,000 | 52,355 CHF | 24,840 CHF | 100.00% | 100.00% |
19/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 114,294 | 50,000 | 52,084 CHF | 23,311 CHF | 100.00% | 100.00% |
18/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 111,326 | 50,000 | 51,825 CHF | 23,785 CHF | 100.00% | 100.00% |
15/11/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 111,040 | 50,000 | 51,730 CHF | 23,808 CHF | 100.00% | 100.00% |
14/11/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 121,465 | 50,000 | 51,801 CHF | 21,836 CHF | 99.22% | 99.22% |
13/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 129,896 | 49,448 | 52,254 CHF | 20,389 CHF | 99.36% | 99.36% |
12/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 124,076 | 50,000 | 51,577 CHF | 21,294 CHF | 100.00% | 100.00% |
11/11/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 108,600 | 50,000 | 52,076 CHF | 24,489 CHF | 100.00% | 100.00% |
08/11/2024 | 4.15% | 0.44 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,897 CHF | 10,315 CHF | 100.00% | 100.00% |
07/11/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 112,233 | 48,696 | 51,736 CHF | 22,943 CHF | 98.73% | 98.73% |