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 | 2.62% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 144,414 | 144,414 | 54,317 CHF | 55,761 CHF | 100.00% | 100.00% |
19/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 128,959 | 128,959 | 52,167 CHF | 53,457 CHF | 99.90% | 99.90% |
18/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 151,848 | 151,848 | 53,244 CHF | 54,763 CHF | 99.89% | 99.89% |
15/11/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,557 | 174,557 | 56,081 CHF | 57,827 CHF | 100.00% | 100.00% |
14/11/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 166,630 | 166,630 | 55,844 CHF | 57,510 CHF | 100.00% | 100.00% |
13/11/2024 | 2.41% | 0.38 CHF | 0.39 CHF | 125,000 | 125,000 | 125,259 | 125,259 | 51,292 CHF | 52,545 CHF | 100.00% | 100.00% |
12/11/2024 | 2.66% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 147,141 | 147,141 | 54,606 CHF | 56,078 CHF | 99.68% | 99.68% |
11/11/2024 | 3.62% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 195,405 | 195,405 | 53,093 CHF | 55,047 CHF | 99.90% | 99.90% |
08/11/2024 | 3.65% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 198,240 | 198,240 | 53,210 CHF | 55,192 CHF | 100.00% | 100.00% |
07/11/2024 | 4.75% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 250,619 | 250,619 | 51,581 CHF | 54,087 CHF | 99.90% | 99.90% |