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 | 2.49% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 132,194 | 100,000 | 52,562 CHF | 40,809 CHF | 90.21% | 90.21% |
19/11/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 137,680 | 100,000 | 52,478 CHF | 39,150 CHF | 99.36% | 99.36% |
18/11/2024 | 3.06% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 131,644 | 88,902 | 51,428 CHF | 35,630 CHF | 99.38% | 99.38% |
15/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 51,670 CHF | 33,044 CHF | 100.00% | 100.00% |
14/11/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 120,345 | 100,000 | 52,421 CHF | 44,567 CHF | 98.90% | 98.90% |
13/11/2024 | 2.53% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 128,575 | 99,158 | 52,026 CHF | 41,168 CHF | 99.26% | 99.26% |
12/11/2024 | 2.30% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 117,977 | 75,000 | 52,386 CHF | 34,140 CHF | 99.00% | 99.00% |
11/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,617 CHF | 36,625 CHF | 99.90% | 99.90% |
08/11/2024 | 2.42% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,751 | 75,000 | 53,345 CHF | 34,230 CHF | 100.00% | 100.00% |
07/11/2024 | 2.35% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,367 | 97,336 | 51,665 CHF | 44,430 CHF | 96.51% | 96.51% |