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 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 145,548 | 50,000 | 52,142 CHF | 18,431 CHF | 100.00% | 100.00% |
19/11/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 139,029 | 50,000 | 51,777 CHF | 19,127 CHF | 99.99% | 99.99% |
18/11/2024 | 3.27% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 140,803 | 44,487 | 51,440 CHF | 16,805 CHF | 100.00% | 100.00% |
15/11/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 150,019 | 50,000 | 51,785 CHF | 17,764 CHF | 97.60% | 97.60% |
14/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 146,552 | 50,000 | 51,604 CHF | 18,119 CHF | 96.15% | 96.15% |
13/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 169,016 | 49,711 | 51,962 CHF | 15,786 CHF | 99.36% | 99.36% |
12/11/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 161,557 | 50,000 | 52,000 CHF | 16,604 CHF | 100.00% | 100.00% |
11/11/2024 | 2.48% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 130,193 | 50,000 | 51,755 CHF | 20,443 CHF | 99.48% | 99.48% |
08/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,208 | 50,000 | 51,533 CHF | 22,129 CHF | 99.86% | 99.86% |
07/11/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,306 | 48,669 | 52,154 CHF | 21,623 CHF | 96.52% | 96.52% |