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 | 3.18% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 166,488 | 50,000 | 51,523 CHF | 15,994 CHF | 100.00% | 100.00% |
19/11/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 159,933 | 50,000 | 51,918 CHF | 16,741 CHF | 99.99% | 99.99% |
18/11/2024 | 3.72% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 163,335 | 44,487 | 51,877 CHF | 14,693 CHF | 100.00% | 100.00% |
15/11/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 172,298 | 50,000 | 51,405 CHF | 15,423 CHF | 97.60% | 97.60% |
14/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 170,347 | 50,000 | 52,199 CHF | 15,833 CHF | 96.15% | 96.15% |
13/11/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 197,182 | 49,583 | 51,008 CHF | 13,332 CHF | 68.92% | 68.92% |
12/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 186,638 | 50,000 | 50,864 CHF | 14,140 CHF | 66.08% | 66.08% |
11/11/2024 | 2.81% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 148,339 | 50,000 | 52,084 CHF | 18,146 CHF | 99.48% | 99.48% |
08/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 132,958 | 50,000 | 51,581 CHF | 19,928 CHF | 99.86% | 99.86% |
07/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 134,410 | 48,669 | 52,259 CHF | 19,460 CHF | 96.52% | 96.52% |