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 | 2.89% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 151,357 | 100,000 | 51,591 CHF | 35,133 CHF | 98.98% | 98.98% |
19/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 179,854 | 100,000 | 51,670 CHF | 29,739 CHF | 100.00% | 100.00% |
18/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 161,790 | 100,000 | 51,979 CHF | 33,140 CHF | 100.00% | 100.00% |
15/11/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 178,738 | 100,000 | 51,350 CHF | 29,759 CHF | 100.00% | 100.00% |
14/11/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 188,626 | 100,000 | 51,246 CHF | 28,195 CHF | 95.05% | 95.05% |
13/11/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 193,529 | 99,159 | 51,402 CHF | 27,358 CHF | 99.36% | 99.36% |
12/11/2024 | 3.26% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 171,208 | 100,000 | 51,627 CHF | 31,304 CHF | 100.00% | 100.00% |
11/11/2024 | 2.33% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 121,716 | 100,000 | 51,634 CHF | 43,450 CHF | 100.00% | 100.00% |
08/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 125,513 | 100,000 | 52,063 CHF | 42,511 CHF | 100.00% | 100.00% |
07/11/2024 | 2.55% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 132,277 | 97,396 | 51,902 CHF | 39,443 CHF | 98.73% | 98.73% |