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 | 2.98% | 0.34 CHF | 0.35 CHF | 144,798 | 50,000 | 144,192 | 50,000 | 47,646 CHF | 17,020 CHF | 100.00% | 100.00% |
19/11/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 144,939 | 50,000 | 142,036 | 50,000 | 51,135 CHF | 18,512 CHF | 100.00% | 100.00% |
18/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 145,592 | 50,000 | 143,623 | 50,000 | 50,561 CHF | 18,109 CHF | 96.91% | 96.91% |
15/11/2024 | 2.81% | 0.33 CHF | 0.34 CHF | 145,189 | 50,000 | 143,693 | 50,000 | 50,416 CHF | 18,060 CHF | 100.00% | 100.00% |
14/11/2024 | 2.53% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 133,200 | 50,000 | 52,021 CHF | 20,055 CHF | 99.22% | 99.22% |
13/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 123,951 | 49,448 | 51,610 CHF | 21,094 CHF | 99.36% | 99.36% |
12/11/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 129,961 | 50,000 | 52,518 CHF | 20,706 CHF | 100.00% | 100.00% |
11/11/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 142,997 | 50,000 | 48,641 CHF | 17,511 CHF | 100.00% | 100.00% |
08/11/2024 | 4.19% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,515 CHF | 10,964 CHF | 100.00% | 100.00% |
07/11/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 143,055 | 50,000 | 140,882 | 48,697 | 50,785 CHF | 18,056 CHF | 98.73% | 98.73% |