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 | 3.73% | 0.25 CHF | 0.26 CHF | 201,320 | 50,000 | 195,198 | 50,000 | 51,414 CHF | 13,680 CHF | 42.44% | 42.44% |
19/11/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 199,547 | 50,000 | 199,587 | 50,000 | 49,542 CHF | 12,921 CHF | 88.45% | 88.45% |
18/11/2024 | 3.36% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 176,252 | 50,000 | 51,655 CHF | 15,169 CHF | 100.00% | 100.00% |
15/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 155,553 | 50,000 | 51,783 CHF | 17,159 CHF | 100.00% | 100.00% |
14/11/2024 | 3.34% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 176,173 | 50,000 | 51,801 CHF | 15,321 CHF | 99.44% | 99.44% |
13/11/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 199,570 | 50,000 | 181,622 | 49,420 | 51,179 CHF | 14,438 CHF | 82.03% | 82.03% |
12/11/2024 | 3.26% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 171,753 | 50,000 | 51,787 CHF | 15,583 CHF | 100.00% | 100.00% |
11/11/2024 | 2.52% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 132,184 | 50,000 | 51,750 CHF | 20,093 CHF | 100.00% | 100.00% |
08/11/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140,000 | 25,000 | 130,418 | 25,000 | 51,974 CHF | 10,233 CHF | 100.00% | 100.00% |
07/11/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,184 | 24,740 | 52,166 CHF | 13,132 CHF | 99.06% | 99.06% |