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 | 2.29% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 121,447 | 100,000 | 52,353 CHF | 44,133 CHF | 98.98% | 98.98% |
19/11/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 139,156 | 100,000 | 52,576 CHF | 38,792 CHF | 100.00% | 100.00% |
18/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 125,567 | 100,000 | 51,838 CHF | 42,308 CHF | 100.00% | 100.00% |
15/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 137,849 | 100,000 | 52,077 CHF | 38,805 CHF | 100.00% | 100.00% |
14/11/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 141,862 | 100,000 | 51,311 CHF | 37,187 CHF | 99.22% | 99.22% |
13/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 144,669 | 99,159 | 51,464 CHF | 36,282 CHF | 99.36% | 99.36% |
12/11/2024 | 2.51% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 131,685 | 100,000 | 51,720 CHF | 40,385 CHF | 100.00% | 100.00% |
11/11/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,942 | 100,000 | 51,911 CHF | 52,450 CHF | 100.00% | 100.00% |
08/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,826 | 100,000 | 51,026 CHF | 51,622 CHF | 100.00% | 100.00% |
07/11/2024 | 2.07% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 107,445 | 97,396 | 51,857 CHF | 48,211 CHF | 98.73% | 98.73% |