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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 144,270 | 144,270 | 55,268 CHF | 56,711 CHF | 100.00% | 100.00% |
20/11/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 147,638 | 147,638 | 57,230 CHF | 58,706 CHF | 100.00% | 100.00% |
19/11/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,427 CHF | 54,927 CHF | 99.89% | 99.89% |
18/11/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,365 CHF | 56,865 CHF | 99.90% | 99.90% |
15/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 136,100 | 136,100 | 54,101 CHF | 55,462 CHF | 100.00% | 100.00% |
14/11/2024 | 2.62% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 143,765 | 143,765 | 54,196 CHF | 55,634 CHF | 100.00% | 100.00% |
13/11/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 151,303 | 151,303 | 54,085 CHF | 55,598 CHF | 100.00% | 100.00% |
12/11/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 147,825 | 147,825 | 56,751 CHF | 58,230 CHF | 99.66% | 99.66% |
11/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,031 CHF | 56,281 CHF | 99.88% | 99.88% |
08/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,085 CHF | 55,335 CHF | 100.00% | 100.00% |