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 | 2.27% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 111,151 | 50,000 | 52,283 CHF | 24,095 CHF | 100.00% | 100.00% |
19/11/2024 | 2.45% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 120,243 | 50,000 | 52,209 CHF | 22,253 CHF | 100.00% | 100.00% |
18/11/2024 | 2.25% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,530 | 50,000 | 51,266 CHF | 23,722 CHF | 100.00% | 100.00% |
15/11/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 118,003 | 50,000 | 52,481 CHF | 22,837 CHF | 100.00% | 100.00% |
14/11/2024 | 2.28% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,410 CHF | 24,372 CHF | 99.52% | 99.52% |
13/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 111,646 | 49,700 | 52,008 CHF | 23,726 CHF | 98.35% | 98.35% |
12/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,555 | 50,000 | 52,827 CHF | 26,798 CHF | 99.93% | 99.93% |
11/11/2024 | 1.81% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,856 CHF | 29,335 CHF | 100.00% | 100.00% |
08/11/2024 | 2.17% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,519 | 50,000 | 51,886 CHF | 26,381 CHF | 100.00% | 100.00% |
07/11/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 100,247 | 48,695 | 52,336 CHF | 25,985 CHF | 98.50% | 98.50% |