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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.17% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 116,050 | 100,000 | 52,805 CHF | 46,542 CHF | 100.00% | 100.00% |
22/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 121,664 | 100,000 | 51,970 CHF | 43,749 CHF | 99.98% | 99.98% |
20/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,823 | 100,000 | 52,276 CHF | 44,282 CHF | 98.98% | 98.98% |
19/11/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 138,193 | 100,000 | 52,388 CHF | 38,925 CHF | 100.00% | 100.00% |
18/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 123,880 | 100,000 | 51,384 CHF | 42,504 CHF | 100.00% | 100.00% |
15/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 137,084 | 100,000 | 51,958 CHF | 38,930 CHF | 100.00% | 100.00% |
14/11/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 141,742 | 100,000 | 51,480 CHF | 37,338 CHF | 99.22% | 99.22% |
13/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 143,900 | 99,159 | 51,432 CHF | 36,446 CHF | 99.36% | 99.36% |
12/11/2024 | 2.51% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 131,488 | 100,000 | 51,727 CHF | 40,452 CHF | 100.00% | 100.00% |
11/11/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,814 | 100,000 | 51,904 CHF | 52,505 CHF | 100.00% | 100.00% |