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% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 135,175 | 100,000 | 51,984 CHF | 39,496 CHF | 98.98% | 98.98% |
19/11/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 156,651 | 100,000 | 51,901 CHF | 34,156 CHF | 100.00% | 100.00% |
18/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,164 | 100,000 | 51,440 CHF | 37,702 CHF | 100.00% | 100.00% |
15/11/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 156,568 | 100,000 | 51,880 CHF | 34,167 CHF | 100.00% | 100.00% |
14/11/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 164,090 | 100,000 | 51,818 CHF | 32,604 CHF | 99.22% | 99.22% |
13/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 167,423 | 99,159 | 51,873 CHF | 31,725 CHF | 99.36% | 99.36% |
12/11/2024 | 2.85% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 149,102 | 100,000 | 51,529 CHF | 35,709 CHF | 100.00% | 100.00% |
11/11/2024 | 2.12% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 111,646 | 100,000 | 52,126 CHF | 47,721 CHF | 100.00% | 100.00% |
08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 112,712 | 100,000 | 51,779 CHF | 46,964 CHF | 100.00% | 100.00% |
07/11/2024 | 2.30% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 118,977 | 97,396 | 51,975 CHF | 43,747 CHF | 98.73% | 98.73% |