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 | 2.86% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 150,021 | 100,000 | 51,671 CHF | 35,496 CHF | 98.98% | 98.98% |
19/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 177,159 | 100,000 | 51,499 CHF | 30,090 CHF | 100.00% | 100.00% |
18/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 159,702 | 100,000 | 52,217 CHF | 33,702 CHF | 100.00% | 100.00% |
15/11/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 176,725 | 100,000 | 51,441 CHF | 30,136 CHF | 100.00% | 100.00% |
14/11/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 185,268 | 100,000 | 51,013 CHF | 28,567 CHF | 99.22% | 99.22% |
13/11/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 190,111 | 99,159 | 51,276 CHF | 27,759 CHF | 99.36% | 99.36% |
12/11/2024 | 3.23% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 169,118 | 100,000 | 51,599 CHF | 31,665 CHF | 100.00% | 100.00% |
11/11/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 121,646 | 100,000 | 51,933 CHF | 43,721 CHF | 100.00% | 100.00% |
08/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 123,106 | 100,000 | 51,548 CHF | 42,898 CHF | 100.00% | 100.00% |
07/11/2024 | 2.52% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 131,811 | 97,396 | 52,274 CHF | 39,850 CHF | 98.73% | 98.73% |