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 | 2.20% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 101,167 | 49,465 | 51,370 CHF | 25,696 CHF | 100.00% | 100.00% |
19/11/2024 | 2.14% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 103,119 | 50,000 | 51,888 CHF | 25,728 CHF | 100.00% | 100.00% |
18/11/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 99,988 | 50,000 | 53,481 CHF | 27,288 CHF | 100.00% | 100.00% |
15/11/2024 | 2.08% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,114 | 50,000 | 52,086 CHF | 29,508 CHF | 100.00% | 100.00% |
14/11/2024 | 2.33% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 93,358 | 50,000 | 52,677 CHF | 28,906 CHF | 99.27% | 99.27% |
13/11/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 91,919 | 49,375 | 53,359 CHF | 29,200 CHF | 99.40% | 99.40% |
12/11/2024 | 2.31% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 105,621 | 50,000 | 52,143 CHF | 25,277 CHF | 100.00% | 100.00% |
11/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 126,250 | 50,000 | 51,687 CHF | 20,995 CHF | 100.00% | 100.00% |
08/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 128,269 | 50,000 | 52,089 CHF | 20,814 CHF | 100.00% | 100.00% |
07/11/2024 | 2.88% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 130,704 | 47,945 | 49,587 CHF | 18,720 CHF | 99.06% | 99.06% |