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 | 4.28% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 143,982 | 50,000 | 51,329 CHF | 18,617 CHF | 100.00% | 100.00% |
19/11/2024 | 3.66% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 157,305 | 50,000 | 51,943 CHF | 17,135 CHF | 99.39% | 99.39% |
18/11/2024 | 4.43% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 151,988 | 43,383 | 51,578 CHF | 15,397 CHF | 99.96% | 99.96% |
15/11/2024 | 3.59% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 146,975 | 50,000 | 51,824 CHF | 18,339 CHF | 100.00% | 100.00% |
14/11/2024 | 2.90% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 138,945 | 50,000 | 52,691 CHF | 19,524 CHF | 99.52% | 99.52% |
13/11/2024 | 3.17% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 131,295 | 49,383 | 52,521 CHF | 20,392 CHF | 99.32% | 99.32% |
12/11/2024 | 2.73% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,063 | 50,000 | 53,197 CHF | 22,766 CHF | 100.00% | 100.00% |
11/11/2024 | 3.06% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,763 CHF | 22,237 CHF | 100.00% | 100.00% |
08/11/2024 | 2.87% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 120,144 | 50,000 | 51,137 CHF | 21,902 CHF | 100.00% | 100.00% |
07/11/2024 | 3.18% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 132,684 | 48,444 | 52,188 CHF | 19,652 CHF | 99.13% | 99.13% |