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 | 3.06% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 161,210 | 100,000 | 51,855 CHF | 33,209 CHF | 98.98% | 98.98% |
19/11/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 190,075 | 100,000 | 51,247 CHF | 27,982 CHF | 81.94% | 81.94% |
18/11/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 171,185 | 100,000 | 52,157 CHF | 31,479 CHF | 100.00% | 100.00% |
15/11/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 189,764 | 100,000 | 51,199 CHF | 28,014 CHF | 94.93% | 94.93% |
14/11/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 199,203 | 100,000 | 51,038 CHF | 26,633 CHF | 65.81% | 65.81% |
13/11/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 203,530 | 100,000 | 200,778 | 98,709 | 49,746 CHF | 25,438 CHF | 64.74% | 64.74% |
12/11/2024 | 3.47% | 0.23 CHF | 0.24 CHF | 203,412 | 100,000 | 180,556 | 100,000 | 51,106 CHF | 29,452 CHF | 100.00% | 100.00% |
11/11/2024 | 2.44% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 128,855 | 100,000 | 52,215 CHF | 41,558 CHF | 100.00% | 100.00% |
08/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,684 | 100,000 | 51,859 CHF | 40,692 CHF | 100.00% | 100.00% |
07/11/2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 138,065 | 97,396 | 51,649 CHF | 37,662 CHF | 98.73% | 98.73% |