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 | 2.39% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 129,933 | 129,933 | 53,715 CHF | 55,015 CHF | 100.00% | 100.00% |
19/11/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 146,534 | 146,534 | 56,375 CHF | 57,840 CHF | 99.86% | 99.86% |
18/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,276 CHF | 54,526 CHF | 99.90% | 99.90% |
15/11/2024 | 2.05% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 119,537 | 119,537 | 57,574 CHF | 58,769 CHF | 100.00% | 100.00% |
14/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 60,355 CHF | 61,605 CHF | 99.96% | 99.96% |
13/11/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,819 CHF | 54,069 CHF | 100.00% | 100.00% |
12/11/2024 | 2.09% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 120,034 | 120,034 | 56,851 CHF | 58,051 CHF | 99.67% | 99.67% |
11/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,545 | 100,545 | 53,282 CHF | 54,288 CHF | 99.90% | 99.90% |
08/11/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,120 CHF | 57,370 CHF | 100.00% | 100.00% |
07/11/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 127,538 | 127,538 | 52,829 CHF | 54,105 CHF | 99.81% | 99.81% |