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 | 2.59% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 136,702 | 100,000 | 52,049 CHF | 39,096 CHF | 100.00% | 100.00% |
19/11/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 142,062 | 100,000 | 51,328 CHF | 37,148 CHF | 100.00% | 100.00% |
18/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,687 | 100,000 | 51,770 CHF | 35,589 CHF | 100.00% | 100.00% |
15/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 142,714 | 100,000 | 51,195 CHF | 36,889 CHF | 100.00% | 100.00% |
14/11/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 153,977 | 100,000 | 51,864 CHF | 34,748 CHF | 99.22% | 99.22% |
13/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 168,298 | 99,160 | 51,761 CHF | 31,516 CHF | 99.36% | 99.36% |
12/11/2024 | 2.55% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 134,400 | 100,000 | 52,019 CHF | 39,768 CHF | 100.00% | 100.00% |
11/11/2024 | 2.09% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 111,482 | 100,000 | 52,763 CHF | 48,365 CHF | 100.00% | 100.00% |
08/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 112,387 | 100,000 | 51,590 CHF | 46,926 CHF | 100.00% | 100.00% |
07/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,022 | 97,395 | 51,521 CHF | 46,617 CHF | 98.73% | 98.73% |