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 | 5.62% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 293,488 | 100,000 | 50,773 CHF | 18,326 CHF | 93.42% | 93.42% |
19/11/2024 | 4.94% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 228,818 | 98,566 | 49,673 CHF | 22,434 CHF | 99.97% | 99.97% |
18/11/2024 | 5.45% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 285,544 | 100,000 | 50,948 CHF | 18,885 CHF | 100.00% | 100.00% |
15/11/2024 | 6.56% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 294,293 | 98,210 | 49,897 CHF | 17,677 CHF | 99.99% | 99.99% |
14/11/2024 | 6.29% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 311,384 | 99,346 | 50,544 CHF | 17,201 CHF | 99.17% | 99.17% |
13/11/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 223,677 | 99,598 | 50,318 CHF | 23,439 CHF | 96.97% | 96.97% |
12/11/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 211,375 | 100,000 | 50,394 CHF | 24,863 CHF | 99.99% | 99.99% |
11/11/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 196,277 | 100,000 | 51,501 CHF | 27,254 CHF | 99.99% | 99.99% |
08/11/2024 | 2.91% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 152,818 | 100,000 | 51,727 CHF | 34,896 CHF | 100.00% | 100.00% |
07/11/2024 | 3.22% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 163,948 | 99,697 | 51,280 CHF | 32,266 CHF | 99.99% | 99.99% |