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 | 2.12% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 112,325 | 100,000 | 52,462 CHF | 47,743 CHF | 98.98% | 98.98% |
19/11/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 123,952 | 100,000 | 51,403 CHF | 42,497 CHF | 100.00% | 100.00% |
18/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 118,621 | 100,000 | 53,243 CHF | 45,898 CHF | 100.00% | 100.00% |
15/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 124,856 | 100,000 | 51,713 CHF | 42,449 CHF | 100.00% | 100.00% |
14/11/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 130,654 | 100,000 | 51,914 CHF | 40,748 CHF | 99.22% | 99.22% |
13/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 131,888 | 99,159 | 51,783 CHF | 39,937 CHF | 99.36% | 99.36% |
12/11/2024 | 2.31% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 121,299 | 100,000 | 52,021 CHF | 43,988 CHF | 100.00% | 100.00% |
11/11/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,131 CHF | 56,131 CHF | 100.00% | 100.00% |
08/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,186 CHF | 55,186 CHF | 100.00% | 100.00% |
07/11/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 101,352 | 97,396 | 52,783 CHF | 51,826 CHF | 98.73% | 98.73% |