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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,180 CHF | 22,242 CHF | 100.00% | 100.00% |
22/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,728 | 50,000 | 52,123 CHF | 22,270 CHF | 100.00% | 100.00% |
20/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 119,221 | 50,000 | 52,317 CHF | 22,448 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,270 | 50,000 | 52,700 CHF | 23,990 CHF | 100.00% | 100.00% |
18/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,523 | 50,000 | 51,881 CHF | 23,566 CHF | 100.00% | 100.00% |
15/11/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 112,748 | 50,000 | 51,860 CHF | 23,526 CHF | 100.00% | 100.00% |
14/11/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 103,975 | 50,000 | 51,829 CHF | 25,451 CHF | 99.22% | 99.22% |
13/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 49,448 | 52,495 CHF | 26,451 CHF | 99.36% | 99.36% |
12/11/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,158 CHF | 26,079 CHF | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 115,497 | 50,000 | 51,863 CHF | 22,980 CHF | 100.00% | 100.00% |