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 | 4.46% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 230,494 | 100,000 | 50,552 CHF | 22,951 CHF | 100.00% | 100.00% |
19/11/2024 | 4.39% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 203,260 | 98,650 | 49,721 CHF | 25,161 CHF | 99.98% | 99.98% |
18/11/2024 | 4.77% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 245,924 | 100,000 | 50,374 CHF | 21,523 CHF | 100.00% | 100.00% |
15/11/2024 | 5.65% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,013 | 98,213 | 49,396 CHF | 20,428 CHF | 99.99% | 99.99% |
14/11/2024 | 5.41% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 265,307 | 99,348 | 50,164 CHF | 19,851 CHF | 99.26% | 99.26% |
13/11/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 199,331 | 99,593 | 50,506 CHF | 26,257 CHF | 95.69% | 95.69% |
12/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 193,259 | 100,000 | 51,424 CHF | 27,630 CHF | 99.99% | 99.99% |
11/11/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 177,272 | 100,000 | 51,525 CHF | 30,080 CHF | 99.99% | 99.99% |
08/11/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,899 | 100,000 | 51,944 CHF | 37,647 CHF | 100.00% | 100.00% |
07/11/2024 | 2.96% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 152,532 | 99,697 | 51,939 CHF | 35,032 CHF | 99.99% | 99.99% |