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 | 7.54% | 0.22 CHF | 0.26 CHF | 230,000 | 25,000 | 209,457 | 25,000 | 50,361 CHF | 6,485 CHF | 14.13% | 100.00% |
19/11/2024 | 8.07% | 0.23 CHF | 0.24 CHF | 220,000 | 25,000 | 228,766 | 25,000 | 50,561 CHF | 5,996 CHF | 99.99% | 99.99% |
18/11/2024 | 8.87% | 0.25 CHF | 0.27 CHF | 200,000 | 25,000 | 209,161 | 23,897 | 50,324 CHF | 6,278 CHF | 100.00% | 100.00% |
15/11/2024 | 6.98% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 201,671 | 24,970 | 50,460 CHF | 6,702 CHF | 100.00% | 100.00% |
14/11/2024 | 7.42% | 0.25 CHF | 0.27 CHF | 200,000 | 25,000 | 214,241 | 25,000 | 50,286 CHF | 6,347 CHF | 94.67% | 94.67% |
13/11/2024 | 8.20% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 242,843 | 49,418 | 50,273 CHF | 11,106 CHF | 99.25% | 99.25% |
12/11/2024 | 8.58% | 0.19 CHF | 0.21 CHF | 270,000 | 25,000 | 242,565 | 25,000 | 50,350 CHF | 5,660 CHF | 98.32% | 98.32% |
11/11/2024 | 7.36% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 206,374 | 25,000 | 50,281 CHF | 6,560 CHF | 100.00% | 100.00% |
08/11/2024 | 8.51% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 152,769 | 21,785 | 38,639 CHF | 5,973 CHF | 97.48% | 97.48% |
07/11/2024 | 5.45% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 144,225 | 24,731 | 51,955 CHF | 9,443 CHF | 95.57% | 95.57% |