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% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 170,517 | 100,000 | 52,374 CHF | 31,734 CHF | 100.00% | 100.00% |
19/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 177,817 | 100,000 | 51,117 CHF | 29,766 CHF | 100.00% | 100.00% |
18/11/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 186,301 | 100,000 | 50,967 CHF | 28,370 CHF | 100.00% | 100.00% |
15/11/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 179,814 | 100,000 | 51,281 CHF | 29,526 CHF | 100.00% | 100.00% |
14/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 188,871 | 100,000 | 50,773 CHF | 27,938 CHF | 67.27% | 67.27% |
13/11/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 204,323 | 100,000 | 203,941 | 99,092 | 47,432 CHF | 24,048 CHF | 91.94% | 91.94% |
12/11/2024 | 3.14% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 165,059 | 100,000 | 51,721 CHF | 32,426 CHF | 100.00% | 100.00% |
11/11/2024 | 2.46% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 131,382 | 100,000 | 52,704 CHF | 41,149 CHF | 100.00% | 100.00% |
08/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 133,419 | 100,000 | 51,566 CHF | 39,673 CHF | 100.00% | 100.00% |
07/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,171 | 97,395 | 51,326 CHF | 39,411 CHF | 98.73% | 98.73% |