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 | 2.64% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 126,612 | 126,612 | 47,331 CHF | 48,597 CHF | 100.00% | 100.00% |
19/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 130,000 | 130,000 | 126,610 | 126,610 | 45,441 CHF | 46,707 CHF | 100.00% | 100.00% |
18/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 136,355 | 136,355 | 46,713 CHF | 48,076 CHF | 100.00% | 100.00% |
15/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 141,862 | 141,862 | 45,115 CHF | 46,534 CHF | 100.00% | 100.00% |
14/11/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 140,000 | 140,000 | 138,556 | 138,556 | 40,073 CHF | 41,458 CHF | 99.36% | 99.36% |
13/11/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 150,000 | 150,000 | 145,148 | 145,148 | 44,804 CHF | 46,255 CHF | 100.00% | 100.00% |
12/11/2024 | 3.18% | 0.29 CHF | 0.30 CHF | 140,000 | 140,000 | 136,814 | 136,814 | 42,297 CHF | 43,665 CHF | 68.32% | 100.00% |
11/11/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 130,000 | 130,000 | 126,610 | 126,610 | 46,573 CHF | 47,839 CHF | 99.93% | 99.93% |
08/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 48,831 CHF | 49,999 CHF | 99.98% | 99.98% |
07/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 116,826 | 116,826 | 60,763 CHF | 61,932 CHF | 98.53% | 98.53% |