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 | 1.97% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 102,152 | 50,000 | 51,253 CHF | 25,602 CHF | 100.00% | 100.00% |
19/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 109,555 | 50,000 | 52,706 CHF | 24,558 CHF | 100.00% | 100.00% |
18/11/2024 | 2.54% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 43,384 | 52,254 CHF | 21,123 CHF | 100.00% | 100.00% |
15/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 117,802 | 50,000 | 52,535 CHF | 22,815 CHF | 100.00% | 100.00% |
14/11/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 125,765 | 50,000 | 51,874 CHF | 21,139 CHF | 99.27% | 99.27% |
13/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 126,085 | 49,436 | 52,138 CHF | 20,953 CHF | 99.40% | 99.40% |
12/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,421 CHF | 22,342 CHF | 100.00% | 100.00% |
11/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,372 CHF | 23,851 CHF | 100.00% | 100.00% |
08/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,147 CHF | 22,228 CHF | 100.00% | 100.00% |
07/11/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 116,350 | 48,746 | 53,055 CHF | 22,720 CHF | 99.05% | 99.05% |