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 | 2.95% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 154,012 | 50,000 | 51,521 CHF | 17,247 CHF | 100.00% | 100.00% |
19/11/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 159,387 | 50,000 | 51,915 CHF | 16,814 CHF | 100.00% | 100.00% |
18/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 138,557 | 50,000 | 51,516 CHF | 19,101 CHF | 100.00% | 100.00% |
15/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 125,989 | 50,000 | 51,858 CHF | 21,093 CHF | 100.00% | 100.00% |
14/11/2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 139,709 | 50,000 | 52,101 CHF | 19,234 CHF | 99.44% | 99.44% |
13/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 144,807 | 49,519 | 51,673 CHF | 18,179 CHF | 98.88% | 98.88% |
12/11/2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 137,546 | 50,000 | 52,220 CHF | 19,493 CHF | 100.00% | 100.00% |
11/11/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 111,431 | 50,000 | 52,324 CHF | 23,995 CHF | 100.00% | 100.00% |
08/11/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 120,000 | 25,000 | 108,833 | 25,000 | 51,971 CHF | 12,205 CHF | 100.00% | 100.00% |
07/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 24,740 | 53,832 CHF | 15,046 CHF | 99.06% | 99.06% |