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 | 2.76% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,196 | 150,196 | 53,775 CHF | 55,277 CHF | 100.00% | 100.00% |
19/11/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,217 | 174,217 | 53,550 CHF | 55,292 CHF | 99.89% | 99.89% |
18/11/2024 | 2.97% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 165,613 | 165,613 | 54,891 CHF | 56,547 CHF | 99.89% | 99.89% |
15/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 171,144 | 171,144 | 55,454 CHF | 57,165 CHF | 100.00% | 100.00% |
14/11/2024 | 3.20% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 171,801 | 171,801 | 52,785 CHF | 54,503 CHF | 100.00% | 100.00% |
13/11/2024 | 3.18% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 175,699 | 175,699 | 54,415 CHF | 56,172 CHF | 100.00% | 100.00% |
12/11/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 147,547 | 147,547 | 55,756 CHF | 57,232 CHF | 99.67% | 99.67% |
11/11/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 126,953 | 126,953 | 52,013 CHF | 53,283 CHF | 99.90% | 99.90% |
08/11/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 128,254 | 128,254 | 52,073 CHF | 53,355 CHF | 100.00% | 100.00% |
07/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,120 CHF | 57,370 CHF | 99.88% | 99.88% |