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 | 4.47% | 0.21 CHF | 0.22 CHF | 240,000 | 25,000 | 231,187 | 25,000 | 50,557 CHF | 5,720 CHF | 100.00% | 100.00% |
19/11/2024 | 3.96% | 0.22 CHF | 0.23 CHF | 230,000 | 25,000 | 206,440 | 25,000 | 51,132 CHF | 6,469 CHF | 100.00% | 100.00% |
18/11/2024 | 4.93% | 0.28 CHF | 0.29 CHF | 180,000 | 25,000 | 222,170 | 21,692 | 50,511 CHF | 5,202 CHF | 100.00% | 100.00% |
15/11/2024 | 5.64% | 0.21 CHF | 0.22 CHF | 240,000 | 25,000 | 148,884 | 20,444 | 33,161 CHF | 4,857 CHF | 100.00% | 100.00% |
14/11/2024 | 3.91% | 0.27 CHF | 0.28 CHF | 190,000 | 25,000 | 202,152 | 25,000 | 50,760 CHF | 6,547 CHF | 99.44% | 99.44% |
13/11/2024 | 5.01% | 0.30 CHF | 0.31 CHF | 170,000 | 25,000 | 244,642 | 24,387 | 48,967 CHF | 5,297 CHF | 97.54% | 97.54% |
12/11/2024 | 2.17% | 0.32 CHF | 0.34 CHF | 12,500 | 12,500 | 103,523 | 24,522 | 50,513 CHF | 12,172 CHF | 98.63% | 98.63% |
11/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 91,881 | 25,000 | 51,680 CHF | 14,320 CHF | 93.97% | 93.97% |
08/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 104,771 | 25,000 | 51,600 CHF | 12,574 CHF | 96.20% | 96.20% |
07/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,643 | 24,221 | 51,639 CHF | 12,694 CHF | 99.06% | 99.06% |