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 | 7.91% | 0.28 CHF | 0.29 CHF | 159,827 | 75,000 | 156,468 | 75,000 | 45,766 CHF | 23,782 CHF | 100.00% | 100.00% |
19/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 183,254 | 75,000 | 173,385 | 73,453 | 38,251 CHF | 17,016 CHF | 100.00% | 100.00% |
18/11/2024 | 5.10% | 0.23 CHF | 0.24 CHF | 177,165 | 75,000 | 168,969 | 63,973 | 43,598 CHF | 16,898 CHF | 100.00% | 100.00% |
15/11/2024 | 4.14% | 0.29 CHF | 0.30 CHF | 161,984 | 75,000 | 167,757 | 75,000 | 44,994 CHF | 21,057 CHF | 100.00% | 100.00% |
14/11/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 174,555 | 75,000 | 177,529 | 75,000 | 42,171 CHF | 18,602 CHF | 99.52% | 99.52% |
13/11/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 206,944 | 75,000 | 211,068 | 74,146 | 35,850 CHF | 13,337 CHF | 99.32% | 99.32% |
12/11/2024 | 4.60% | 0.17 CHF | 0.18 CHF | 204,563 | 75,000 | 187,696 | 75,000 | 39,933 CHF | 16,721 CHF | 100.00% | 100.00% |
11/11/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 175,800 | 75,000 | 181,507 | 75,000 | 42,841 CHF | 18,460 CHF | 100.00% | 100.00% |
08/11/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 191,403 | 75,000 | 190,507 | 75,000 | 41,327 CHF | 17,022 CHF | 100.00% | 100.00% |
07/11/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 182,266 | 75,000 | 181,638 | 72,406 | 43,870 CHF | 18,323 CHF | 99.12% | 99.12% |