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 | 4.15% | 0.25 CHF | 0.31 CHF | 170,454 | 50,000 | 166,001 | 50,000 | 50,477 CHF | 15,868 CHF | 14.13% | 100.00% |
19/11/2024 | 3.99% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 166,116 | 50,000 | 50,386 CHF | 15,813 CHF | 92.55% | 92.55% |
18/11/2024 | 4.17% | 0.32 CHF | 0.33 CHF | 168,702 | 50,000 | 169,297 | 50,000 | 50,495 CHF | 15,547 CHF | 60.17% | 60.17% |
15/11/2024 | 4.57% | 0.28 CHF | 0.29 CHF | 170,343 | 50,000 | 170,152 | 50,000 | 47,189 CHF | 14,515 CHF | 100.00% | 100.00% |
14/11/2024 | 4.84% | 0.32 CHF | 0.33 CHF | 168,804 | 50,000 | 170,909 | 50,000 | 43,838 CHF | 13,464 CHF | 81.77% | 81.77% |
13/11/2024 | 8.45% | 0.18 CHF | 0.20 CHF | 172,381 | 50,000 | 173,084 | 49,383 | 26,610 CHF | 8,247 CHF | 99.32% | 99.32% |
12/11/2024 | 6.56% | 0.14 CHF | 0.16 CHF | 173,264 | 50,000 | 171,844 | 50,000 | 32,015 CHF | 9,944 CHF | 100.00% | 100.00% |
11/11/2024 | 4.67% | 0.23 CHF | 0.24 CHF | 170,171 | 50,000 | 168,805 | 49,974 | 44,075 CHF | 13,672 CHF | 100.00% | 100.00% |
08/11/2024 | 4.64% | 0.26 CHF | 0.27 CHF | 167,955 | 50,000 | 167,132 | 50,000 | 47,007 CHF | 14,732 CHF | 58.63% | 58.63% |
07/11/2024 | 3.90% | 0.31 CHF | 0.33 CHF | 165,995 | 50,000 | 147,934 | 49,982 | 51,691 CHF | 18,206 CHF | 91.62% | 91.62% |