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 | 4.60% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 237,345 | 100,000 | 50,448 CHF | 22,266 CHF | 100.00% | 100.00% |
19/11/2024 | 4.96% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 230,619 | 98,650 | 49,717 CHF | 22,283 CHF | 100.00% | 100.00% |
18/11/2024 | 4.83% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 248,057 | 100,000 | 50,147 CHF | 21,231 CHF | 100.00% | 100.00% |
15/11/2024 | 5.77% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 266,848 | 98,303 | 50,117 CHF | 19,465 CHF | 100.00% | 100.00% |
14/11/2024 | 6.13% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 307,383 | 99,349 | 50,693 CHF | 17,403 CHF | 99.28% | 99.28% |
13/11/2024 | 5.57% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 277,764 | 99,422 | 50,306 CHF | 19,020 CHF | 97.20% | 97.20% |
12/11/2024 | 5.09% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 265,528 | 100,000 | 50,878 CHF | 20,181 CHF | 100.00% | 100.00% |
11/11/2024 | 4.25% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 219,751 | 100,000 | 50,557 CHF | 24,025 CHF | 100.00% | 100.00% |
08/11/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 211,323 | 100,000 | 50,376 CHF | 24,868 CHF | 100.00% | 100.00% |
07/11/2024 | 4.15% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 209,363 | 99,694 | 50,363 CHF | 25,023 CHF | 100.00% | 100.00% |