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 | 4.40% | 0.28 CHF | 0.29 CHF | 181,933 | 100,000 | 180,023 | 100,000 | 51,483 CHF | 29,882 CHF | 80.02% | 80.02% |
19/11/2024 | 5.13% | 0.26 CHF | 0.28 CHF | 182,861 | 100,000 | 177,477 | 100,000 | 50,296 CHF | 29,885 CHF | 58.63% | 58.63% |
18/11/2024 | 5.25% | 0.30 CHF | 0.31 CHF | 179,231 | 100,000 | 170,629 | 100,000 | 52,443 CHF | 32,400 CHF | 73.60% | 73.60% |
15/11/2024 | 5.18% | 0.30 CHF | 0.31 CHF | 179,858 | 100,000 | 171,392 | 100,000 | 51,841 CHF | 31,882 CHF | 71.43% | 71.43% |
14/11/2024 | 4.80% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 166,003 | 100,000 | 51,776 CHF | 32,752 CHF | 99.52% | 99.52% |
13/11/2024 | 5.24% | 0.31 CHF | 0.33 CHF | 170,000 | 100,000 | 164,346 | 99,147 | 52,103 CHF | 33,140 CHF | 99.32% | 99.32% |
12/11/2024 | 3.62% | 0.32 CHF | 0.34 CHF | 160,000 | 100,000 | 154,082 | 100,000 | 51,705 CHF | 34,809 CHF | 100.00% | 100.00% |
11/11/2024 | 3.76% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,611 | 100,000 | 52,337 CHF | 36,328 CHF | 100.00% | 100.00% |
08/11/2024 | 4.96% | 0.34 CHF | 0.36 CHF | 150,000 | 100,000 | 150,629 | 100,000 | 51,257 CHF | 35,763 CHF | 100.00% | 100.00% |
07/11/2024 | 4.65% | 0.35 CHF | 0.37 CHF | 150,000 | 100,000 | 148,655 | 97,408 | 51,854 CHF | 35,612 CHF | 99.13% | 99.13% |