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 | 3.05% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 160,531 | 50,000 | 51,760 CHF | 16,651 CHF | 100.00% | 100.00% |
19/11/2024 | 3.13% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 151,553 | 50,000 | 51,766 CHF | 17,651 CHF | 100.00% | 100.00% |
18/11/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 150,823 | 50,000 | 51,744 CHF | 17,670 CHF | 100.00% | 100.00% |
15/11/2024 | 3.35% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 161,547 | 50,000 | 51,610 CHF | 16,528 CHF | 100.00% | 100.00% |
14/11/2024 | 3.18% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 165,740 | 50,000 | 51,313 CHF | 16,120 CHF | 99.52% | 99.52% |
13/11/2024 | 4.65% | 0.24 CHF | 0.25 CHF | 216,470 | 50,000 | 216,512 | 49,648 | 46,632 CHF | 11,196 CHF | 83.55% | 83.55% |
12/11/2024 | 4.00% | 0.21 CHF | 0.22 CHF | 216,572 | 50,000 | 204,618 | 50,000 | 50,163 CHF | 12,772 CHF | 90.26% | 90.26% |
11/11/2024 | 3.23% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 169,395 | 50,000 | 51,618 CHF | 15,759 CHF | 100.00% | 100.00% |
08/11/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 159,007 | 50,000 | 51,894 CHF | 16,841 CHF | 100.00% | 100.00% |
07/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 137,784 | 48,695 | 51,700 CHF | 18,828 CHF | 98.51% | 98.51% |