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 | 5.16% | 0.25 CHF | 0.27 CHF | 181,311 | 100,000 | 180,887 | 100,000 | 46,476 CHF | 27,056 CHF | 100.00% | 100.00% |
19/11/2024 | 4.98% | 0.24 CHF | 0.25 CHF | 183,009 | 100,000 | 179,888 | 100,000 | 47,087 CHF | 27,529 CHF | 100.00% | 100.00% |
18/11/2024 | 5.13% | 0.28 CHF | 0.30 CHF | 177,454 | 100,000 | 177,909 | 100,000 | 49,844 CHF | 29,493 CHF | 100.00% | 100.00% |
15/11/2024 | 4.93% | 0.27 CHF | 0.28 CHF | 179,514 | 100,000 | 179,057 | 100,000 | 49,382 CHF | 28,974 CHF | 99.99% | 99.99% |
14/11/2024 | 5.42% | 0.29 CHF | 0.31 CHF | 177,540 | 100,000 | 178,605 | 100,000 | 50,663 CHF | 29,954 CHF | 95.54% | 95.54% |
13/11/2024 | 4.85% | 0.29 CHF | 0.30 CHF | 177,290 | 100,000 | 176,091 | 98,092 | 50,630 CHF | 29,596 CHF | 44.40% | 44.40% |
12/11/2024 | 4.89% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 170,000 | 100,000 | 52,207 CHF | 32,251 CHF | 100.00% | 100.00% |
11/11/2024 | 4.38% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 160,000 | 100,000 | 51,446 CHF | 33,594 CHF | 100.00% | 100.00% |
08/11/2024 | 4.67% | 0.31 CHF | 0.33 CHF | 170,000 | 100,000 | 166,283 | 100,000 | 52,130 CHF | 32,862 CHF | 100.00% | 100.00% |
07/11/2024 | 4.63% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 162,080 | 97,408 | 52,132 CHF | 32,832 CHF | 99.13% | 99.13% |