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 | 2.52% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 139,567 | 139,567 | 54,642 CHF | 56,038 CHF | 100.00% | 100.00% |
19/11/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 158,568 | 158,568 | 53,398 CHF | 54,984 CHF | 99.89% | 99.89% |
18/11/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 148,371 | 148,371 | 54,750 CHF | 56,234 CHF | 99.91% | 99.91% |
15/11/2024 | 2.50% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 136,690 | 136,690 | 53,849 CHF | 55,216 CHF | 100.00% | 100.00% |
14/11/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,934 CHF | 56,184 CHF | 100.00% | 100.00% |
13/11/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 126,524 | 126,524 | 54,046 CHF | 55,311 CHF | 100.00% | 100.00% |
12/11/2024 | 1.71% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,112 CHF | 59,112 CHF | 99.71% | 99.71% |
11/11/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,585 CHF | 63,585 CHF | 99.89% | 99.89% |
08/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,795 CHF | 54,795 CHF | 100.00% | 100.00% |
07/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,467 CHF | 60,467 CHF | 99.89% | 99.89% |