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 | 2.57% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 133,789 | 50,000 | 51,449 CHF | 19,747 CHF | 100.00% | 100.00% |
19/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 137,370 | 50,000 | 51,645 CHF | 19,314 CHF | 100.00% | 100.00% |
18/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 123,706 | 50,000 | 51,951 CHF | 21,513 CHF | 100.00% | 100.00% |
15/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,009 | 50,000 | 51,577 CHF | 23,536 CHF | 100.00% | 100.00% |
14/11/2024 | 2.34% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 121,295 | 50,000 | 51,297 CHF | 21,734 CHF | 99.44% | 99.44% |
13/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 128,087 | 49,519 | 51,960 CHF | 20,593 CHF | 98.88% | 98.88% |
12/11/2024 | 2.30% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 120,311 | 50,000 | 51,618 CHF | 21,955 CHF | 100.00% | 100.00% |
11/11/2024 | 1.91% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 100,752 | 50,000 | 52,230 CHF | 26,431 CHF | 100.00% | 100.00% |
08/11/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 98,717 | 25,000 | 51,949 CHF | 13,418 CHF | 100.00% | 100.00% |
07/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 80,660 | 24,740 | 52,134 CHF | 16,244 CHF | 99.06% | 99.06% |