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 | 5.20% | 0.25 CHF | 0.26 CHF | 181,311 | 100,000 | 180,938 | 100,000 | 45,873 CHF | 26,705 CHF | 100.00% | 100.00% |
19/11/2024 | 6.32% | 0.23 CHF | 0.25 CHF | 183,009 | 100,000 | 179,914 | 100,000 | 45,937 CHF | 27,204 CHF | 100.00% | 100.00% |
18/11/2024 | 5.28% | 0.28 CHF | 0.29 CHF | 177,652 | 100,000 | 177,874 | 100,000 | 49,004 CHF | 29,044 CHF | 100.00% | 100.00% |
15/11/2024 | 5.95% | 0.26 CHF | 0.28 CHF | 179,514 | 100,000 | 179,082 | 100,000 | 48,338 CHF | 28,650 CHF | 99.99% | 99.99% |
14/11/2024 | 5.03% | 0.29 CHF | 0.30 CHF | 177,364 | 100,000 | 178,456 | 100,000 | 50,133 CHF | 29,542 CHF | 99.52% | 99.52% |
13/11/2024 | 5.60% | 0.28 CHF | 0.30 CHF | 177,409 | 100,000 | 176,858 | 98,950 | 50,094 CHF | 29,635 CHF | 80.70% | 80.70% |
12/11/2024 | 4.76% | 0.30 CHF | 0.31 CHF | 175,326 | 100,000 | 170,059 | 100,000 | 51,687 CHF | 31,874 CHF | 77.00% | 77.00% |
11/11/2024 | 4.49% | 0.31 CHF | 0.33 CHF | 170,000 | 100,000 | 163,197 | 100,000 | 51,722 CHF | 33,161 CHF | 100.00% | 100.00% |
08/11/2024 | 4.89% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,957 | 100,000 | 52,485 CHF | 32,430 CHF | 100.00% | 100.00% |
07/11/2024 | 5.06% | 0.32 CHF | 0.34 CHF | 160,000 | 100,000 | 162,433 | 97,408 | 51,413 CHF | 32,447 CHF | 99.13% | 99.13% |