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 | 3.17% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 167,552 | 50,000 | 52,016 CHF | 16,041 CHF | 100.00% | 100.00% |
19/11/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 171,179 | 50,000 | 51,904 CHF | 15,688 CHF | 100.00% | 100.00% |
18/11/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 147,903 | 50,000 | 51,484 CHF | 17,917 CHF | 100.00% | 100.00% |
15/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 132,976 | 50,000 | 51,527 CHF | 19,886 CHF | 100.00% | 100.00% |
14/11/2024 | 2.82% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 148,128 | 50,000 | 51,748 CHF | 18,079 CHF | 99.44% | 99.44% |
13/11/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 156,027 | 49,519 | 52,122 CHF | 17,052 CHF | 98.88% | 98.88% |
12/11/2024 | 2.77% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 143,946 | 50,000 | 51,155 CHF | 18,283 CHF | 100.00% | 100.00% |
11/11/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 117,297 | 50,000 | 52,439 CHF | 22,869 CHF | 100.00% | 100.00% |
08/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 116,012 | 25,000 | 52,573 CHF | 11,596 CHF | 100.00% | 100.00% |
07/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 91,086 | 24,740 | 52,256 CHF | 14,448 CHF | 99.06% | 99.06% |