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 | 11.73% | 0.25 CHF | 0.28 CHF | 209,089 | 50,000 | 192,494 | 49,664 | 50,251 CHF | 14,600 CHF | 80.76% | 80.76% |
19/11/2024 | 7.51% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 189,440 | 50,000 | 51,101 CHF | 14,562 CHF | 100.00% | 100.00% |
18/11/2024 | 9.23% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 206,634 | 43,362 | 50,327 CHF | 11,525 CHF | 99.69% | 99.69% |
15/11/2024 | 6.27% | 0.23 CHF | 0.25 CHF | 228,948 | 50,000 | 230,407 | 50,000 | 50,135 CHF | 11,607 CHF | 33.83% | 33.83% |
14/11/2024 | 7.88% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 216,758 | 50,000 | 50,474 CHF | 12,625 CHF | 81.05% | 81.05% |
13/11/2024 | 6.13% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 222,899 | 49,579 | 50,283 CHF | 11,965 CHF | 60.85% | 60.85% |
12/11/2024 | 7.01% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 177,966 | 50,000 | 51,644 CHF | 15,569 CHF | 99.38% | 99.38% |
11/11/2024 | 5.69% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 142,065 | 50,000 | 51,402 CHF | 19,165 CHF | 100.00% | 100.00% |
08/11/2024 | 5.66% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 140,000 | 50,000 | 51,909 CHF | 19,619 CHF | 100.00% | 100.00% |
07/11/2024 | 5.52% | 0.37 CHF | 0.40 CHF | 140,000 | 50,000 | 124,508 | 47,945 | 49,294 CHF | 20,064 CHF | 99.06% | 99.06% |