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 | 5.56% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 290,593 | 100,000 | 50,819 CHF | 18,513 CHF | 100.00% | 100.00% |
19/11/2024 | 5.86% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 276,705 | 98,650 | 49,936 CHF | 18,824 CHF | 100.00% | 100.00% |
18/11/2024 | 5.92% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 311,792 | 100,000 | 51,094 CHF | 17,410 CHF | 100.00% | 100.00% |
15/11/2024 | 7.22% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 332,411 | 98,303 | 49,981 CHF | 15,788 CHF | 100.00% | 100.00% |
14/11/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 389,082 | 99,349 | 50,229 CHF | 13,844 CHF | 99.28% | 99.28% |
13/11/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 344,454 | 99,335 | 50,440 CHF | 15,572 CHF | 84.51% | 84.51% |
12/11/2024 | 6.27% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 330,731 | 100,000 | 51,074 CHF | 16,463 CHF | 100.00% | 100.00% |
11/11/2024 | 5.06% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 264,355 | 100,000 | 50,873 CHF | 20,275 CHF | 100.00% | 100.00% |
08/11/2024 | 4.84% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 249,789 | 100,000 | 50,363 CHF | 21,191 CHF | 100.00% | 100.00% |
07/11/2024 | 4.87% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 245,998 | 99,694 | 50,237 CHF | 21,412 CHF | 100.00% | 100.00% |