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 | 2.72% | 0.45 CHF | 0.49 CHF | 120,000 | 10,000 | 109,675 | 10,000 | 53,009 CHF | 4,967 CHF | 14.13% | 100.00% |
19/11/2024 | 2.53% | 0.46 CHF | 0.47 CHF | 110,000 | 10,000 | 118,989 | 10,000 | 52,909 CHF | 4,562 CHF | 100.00% | 100.00% |
18/11/2024 | 3.18% | 0.44 CHF | 0.46 CHF | 120,000 | 10,000 | 94,782 | 8,897 | 42,841 CHF | 4,160 CHF | 100.00% | 100.00% |
15/11/2024 | 3.34% | 0.47 CHF | 0.48 CHF | 110,000 | 10,000 | 69,090 | 8,177 | 33,695 CHF | 4,072 CHF | 100.00% | 100.00% |
14/11/2024 | 2.63% | 0.46 CHF | 0.47 CHF | 110,000 | 10,000 | 111,823 | 10,000 | 51,283 CHF | 4,710 CHF | 99.44% | 99.44% |
13/11/2024 | 2.64% | 0.49 CHF | 0.50 CHF | 110,000 | 10,000 | 115,260 | 9,937 | 51,827 CHF | 4,595 CHF | 98.88% | 98.88% |
12/11/2024 | 2.57% | 0.44 CHF | 0.46 CHF | 120,000 | 10,000 | 112,520 | 10,000 | 51,955 CHF | 4,741 CHF | 100.00% | 100.00% |
11/11/2024 | 2.38% | 0.49 CHF | 0.50 CHF | 110,000 | 10,000 | 101,699 | 10,000 | 51,775 CHF | 5,217 CHF | 100.00% | 100.00% |
08/11/2024 | 2.37% | 0.50 CHF | 0.51 CHF | 100,000 | 10,000 | 100,022 | 10,000 | 50,493 CHF | 5,169 CHF | 100.00% | 100.00% |
07/11/2024 | 2.63% | 0.48 CHF | 0.49 CHF | 110,000 | 10,000 | 100,938 | 9,740 | 49,726 CHF | 4,920 CHF | 99.06% | 99.06% |