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 | 4.66% | 0.28 CHF | 0.29 CHF | 181,912 | 100,000 | 180,056 | 100,000 | 51,332 CHF | 29,867 CHF | 78.30% | 78.30% |
19/11/2024 | 5.72% | 0.26 CHF | 0.28 CHF | 183,009 | 100,000 | 178,483 | 100,000 | 50,005 CHF | 29,708 CHF | 56.00% | 56.00% |
18/11/2024 | 4.55% | 0.30 CHF | 0.31 CHF | 179,070 | 100,000 | 170,000 | 100,000 | 52,465 CHF | 32,301 CHF | 67.68% | 67.68% |
15/11/2024 | 5.24% | 0.30 CHF | 0.31 CHF | 179,898 | 100,000 | 171,979 | 100,000 | 51,844 CHF | 31,793 CHF | 73.49% | 73.49% |
14/11/2024 | 4.50% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 166,519 | 100,000 | 51,867 CHF | 32,608 CHF | 95.38% | 95.38% |
13/11/2024 | 4.94% | 0.31 CHF | 0.33 CHF | 170,000 | 100,000 | 165,046 | 99,147 | 52,125 CHF | 32,912 CHF | 99.32% | 99.32% |
12/11/2024 | 4.18% | 0.32 CHF | 0.34 CHF | 160,000 | 100,000 | 156,401 | 100,000 | 52,058 CHF | 34,721 CHF | 100.00% | 100.00% |
11/11/2024 | 4.11% | 0.34 CHF | 0.36 CHF | 150,000 | 100,000 | 149,738 | 100,000 | 51,965 CHF | 36,161 CHF | 100.00% | 100.00% |
08/11/2024 | 4.46% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 151,225 | 100,000 | 51,227 CHF | 35,430 CHF | 100.00% | 100.00% |
07/11/2024 | 4.63% | 0.35 CHF | 0.37 CHF | 150,000 | 100,000 | 150,886 | 97,408 | 52,290 CHF | 35,370 CHF | 99.13% | 99.13% |