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 | 3.43% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 168,972 | 50,000 | 51,479 CHF | 15,810 CHF | 100.00% | 100.00% |
19/11/2024 | 3.97% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 191,812 | 50,000 | 51,171 CHF | 13,894 CHF | 99.40% | 99.40% |
18/11/2024 | 3.54% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 172,612 | 50,000 | 51,488 CHF | 15,458 CHF | 100.00% | 100.00% |
15/11/2024 | 3.65% | 0.25 CHF | 0.26 CHF | 206,171 | 50,000 | 176,832 | 50,000 | 51,547 CHF | 15,143 CHF | 86.36% | 86.36% |
14/11/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 162,700 | 50,000 | 52,178 CHF | 16,572 CHF | 99.52% | 99.52% |
13/11/2024 | 3.62% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 166,600 | 49,700 | 51,700 CHF | 16,037 CHF | 98.35% | 98.35% |
12/11/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 140,890 | 50,000 | 52,159 CHF | 19,103 CHF | 99.93% | 99.93% |
11/11/2024 | 2.75% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 122,759 | 50,000 | 51,388 CHF | 21,524 CHF | 100.00% | 100.00% |
08/11/2024 | 2.98% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 142,728 | 50,000 | 51,525 CHF | 18,610 CHF | 100.00% | 100.00% |
07/11/2024 | 3.13% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 140,776 | 48,695 | 51,493 CHF | 18,392 CHF | 98.50% | 98.50% |