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 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,594 | 100,000 | 52,314 CHF | 48,315 CHF | 98.98% | 98.98% |
19/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 122,492 | 100,000 | 51,329 CHF | 42,925 CHF | 100.00% | 100.00% |
18/11/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 113,880 | 100,000 | 51,789 CHF | 46,504 CHF | 100.00% | 100.00% |
15/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 123,074 | 100,000 | 51,569 CHF | 42,930 CHF | 100.00% | 100.00% |
14/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 129,376 | 100,000 | 52,167 CHF | 41,338 CHF | 99.22% | 99.22% |
13/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,184 | 99,159 | 51,833 CHF | 40,472 CHF | 99.36% | 99.36% |
12/11/2024 | 2.28% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 120,231 | 100,000 | 52,121 CHF | 44,452 CHF | 100.00% | 100.00% |
11/11/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,558 CHF | 56,558 CHF | 100.00% | 100.00% |
08/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,692 CHF | 55,692 CHF | 100.00% | 100.00% |
07/11/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 101,222 | 97,396 | 53,176 CHF | 52,272 CHF | 98.73% | 98.73% |