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 | 3.20% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 168,658 | 100,000 | 51,855 CHF | 31,760 CHF | 100.00% | 100.00% |
19/11/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 159,186 | 100,000 | 52,161 CHF | 33,789 CHF | 100.00% | 100.00% |
18/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 150,638 | 100,000 | 51,691 CHF | 35,321 CHF | 100.00% | 100.00% |
15/11/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 156,862 | 100,000 | 52,058 CHF | 34,204 CHF | 100.00% | 100.00% |
14/11/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 147,555 | 100,000 | 51,785 CHF | 36,145 CHF | 99.22% | 99.22% |
13/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,485 | 99,160 | 51,836 CHF | 38,966 CHF | 99.36% | 99.36% |
12/11/2024 | 3.22% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 168,729 | 100,000 | 51,644 CHF | 31,690 CHF | 100.00% | 100.00% |
11/11/2024 | 4.45% | 0.25 CHF | 0.26 CHF | 191,252 | 100,000 | 189,040 | 100,000 | 41,708 CHF | 23,057 CHF | 100.00% | 100.00% |
08/11/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 189,010 | 100,000 | 188,753 | 100,000 | 44,556 CHF | 24,604 CHF | 100.00% | 100.00% |
07/11/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 187,708 | 100,000 | 188,782 | 97,395 | 43,174 CHF | 23,260 CHF | 98.73% | 98.73% |