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 | 2.35% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 123,865 | 100,000 | 51,977 CHF | 43,167 CHF | 100.00% | 100.00% |
19/11/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,475 | 100,000 | 52,113 CHF | 41,411 CHF | 100.00% | 100.00% |
18/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 115,980 | 100,000 | 52,444 CHF | 46,261 CHF | 100.00% | 100.00% |
15/11/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,770 | 100,000 | 51,852 CHF | 52,474 CHF | 100.00% | 100.00% |
14/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,714 CHF | 53,714 CHF | 99.52% | 99.52% |
13/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,520 | 99,147 | 53,288 CHF | 53,576 CHF | 99.32% | 99.32% |
12/11/2024 | 1.57% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,392 CHF | 64,392 CHF | 100.00% | 100.00% |
11/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,354 CHF | 70,354 CHF | 100.00% | 100.00% |
08/11/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,665 CHF | 63,665 CHF | 100.00% | 100.00% |
07/11/2024 | 1.50% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,146 | 97,406 | 68,573 CHF | 68,480 CHF | 99.12% | 99.12% |