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 | 2.66% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 132,877 | 50,000 | 52,042 CHF | 20,133 CHF | 100.00% | 100.00% |
19/11/2024 | 2.94% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 139,975 | 50,000 | 52,137 CHF | 19,205 CHF | 100.00% | 100.00% |
18/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 139,560 | 50,000 | 51,952 CHF | 19,143 CHF | 100.00% | 100.00% |
15/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 130,987 | 50,000 | 51,577 CHF | 20,195 CHF | 100.00% | 100.00% |
14/11/2024 | 2.51% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 131,940 | 50,000 | 51,884 CHF | 20,287 CHF | 99.52% | 99.52% |
13/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 106,541 | 49,704 | 51,942 CHF | 24,765 CHF | 99.32% | 99.32% |
12/11/2024 | 2.13% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 111,065 | 50,000 | 51,668 CHF | 23,769 CHF | 100.00% | 100.00% |
11/11/2024 | 2.44% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 128,533 | 50,000 | 52,134 CHF | 20,801 CHF | 100.00% | 100.00% |
08/11/2024 | 2.54% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 134,174 | 50,000 | 52,071 CHF | 19,923 CHF | 100.00% | 100.00% |
07/11/2024 | 3.05% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 151,786 | 48,695 | 51,380 CHF | 16,996 CHF | 98.51% | 98.51% |