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 | 2.54% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 133,494 | 100,000 | 51,965 CHF | 39,967 CHF | 98.98% | 98.98% |
19/11/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 153,531 | 100,000 | 51,548 CHF | 34,597 CHF | 100.00% | 100.00% |
18/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,803 CHF | 38,002 CHF | 100.00% | 100.00% |
15/11/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 154,339 | 100,000 | 51,891 CHF | 34,651 CHF | 100.00% | 100.00% |
14/11/2024 | 3.09% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 162,477 | 100,000 | 51,755 CHF | 32,880 CHF | 99.22% | 99.22% |
13/11/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 164,963 | 99,159 | 51,900 CHF | 32,209 CHF | 99.36% | 99.36% |
12/11/2024 | 2.82% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 147,627 | 100,000 | 51,682 CHF | 36,148 CHF | 100.00% | 100.00% |
11/11/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,183 | 100,000 | 52,591 CHF | 48,326 CHF | 100.00% | 100.00% |
08/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,112 | 100,000 | 51,521 CHF | 47,382 CHF | 100.00% | 100.00% |
07/11/2024 | 2.24% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 117,640 | 97,396 | 51,952 CHF | 44,202 CHF | 98.73% | 98.73% |