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 | 4.85% | 0.18 CHF | 0.19 CHF | 202,168 | 50,000 | 200,252 | 50,000 | 40,433 CHF | 10,598 CHF | 100.00% | 100.00% |
19/11/2024 | 5.01% | 0.21 CHF | 0.22 CHF | 199,547 | 50,000 | 200,543 | 50,000 | 39,167 CHF | 10,269 CHF | 100.00% | 100.00% |
18/11/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 197,699 | 50,000 | 197,178 | 50,000 | 47,221 CHF | 12,478 CHF | 100.00% | 100.00% |
15/11/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 182,892 | 50,000 | 51,036 CHF | 14,463 CHF | 99.89% | 99.89% |
14/11/2024 | 4.10% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 195,095 | 50,000 | 46,942 CHF | 12,577 CHF | 94.48% | 94.48% |
13/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 199,076 | 50,000 | 197,958 | 49,519 | 44,480 CHF | 11,624 CHF | 98.88% | 98.88% |
12/11/2024 | 3.97% | 0.22 CHF | 0.23 CHF | 198,069 | 50,000 | 195,740 | 50,000 | 48,420 CHF | 12,870 CHF | 96.40% | 96.40% |
11/11/2024 | 2.91% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 152,909 | 50,000 | 51,697 CHF | 17,431 CHF | 100.00% | 100.00% |
08/11/2024 | 2.86% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 150,489 | 25,000 | 51,926 CHF | 8,898 CHF | 100.00% | 100.00% |
07/11/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 111,474 | 24,740 | 51,978 CHF | 11,791 CHF | 99.06% | 99.06% |