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 | 1.88% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,569 CHF | 26,785 CHF | 100.00% | 100.00% |
19/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 101,284 | 50,000 | 51,257 CHF | 25,814 CHF | 100.00% | 100.00% |
18/11/2024 | 2.41% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 101,984 | 43,384 | 50,945 CHF | 22,192 CHF | 100.00% | 100.00% |
15/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,648 | 50,000 | 52,038 CHF | 24,024 CHF | 100.00% | 100.00% |
14/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 119,502 | 50,000 | 52,698 CHF | 22,553 CHF | 99.27% | 99.27% |
13/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 119,999 | 49,436 | 52,813 CHF | 22,257 CHF | 99.40% | 99.40% |
12/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 110,473 | 50,000 | 51,092 CHF | 23,627 CHF | 100.00% | 100.00% |
11/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 105,996 | 50,000 | 52,306 CHF | 25,187 CHF | 100.00% | 100.00% |
08/11/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 111,561 | 50,000 | 51,526 CHF | 23,601 CHF | 100.00% | 100.00% |
07/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 108,297 | 48,746 | 52,239 CHF | 23,999 CHF | 99.05% | 99.05% |