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 | 2.07% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,029 | 50,000 | 52,702 CHF | 24,449 CHF | 100.00% | 100.00% |
22/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,851 | 50,000 | 52,437 CHF | 23,752 CHF | 100.00% | 100.00% |
20/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 109,569 | 50,000 | 52,700 CHF | 24,553 CHF | 100.00% | 100.00% |
19/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 109,381 | 50,000 | 52,981 CHF | 24,723 CHF | 95.85% | 95.85% |
18/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,918 CHF | 24,554 CHF | 99.57% | 99.57% |
15/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 111,874 | 50,000 | 51,290 CHF | 23,431 CHF | 100.00% | 100.00% |
14/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 119,529 | 50,000 | 53,635 CHF | 22,938 CHF | 99.44% | 99.44% |
13/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 118,603 | 49,878 | 52,778 CHF | 22,703 CHF | 94.79% | 94.79% |
12/11/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 125,525 | 50,000 | 52,024 CHF | 21,236 CHF | 100.00% | 100.00% |
11/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 130,447 | 50,000 | 51,564 CHF | 20,267 CHF | 94.79% | 94.79% |