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 | 3.60% | 0.27 CHF | 0.28 CHF | 144,758 | 50,000 | 144,240 | 50,000 | 39,390 CHF | 14,157 CHF | 100.00% | 100.00% |
19/11/2024 | 4.04% | 0.26 CHF | 0.27 CHF | 145,215 | 50,000 | 146,476 | 50,000 | 35,642 CHF | 12,671 CHF | 100.00% | 100.00% |
18/11/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 145,907 | 50,000 | 146,435 | 50,000 | 36,688 CHF | 13,029 CHF | 100.00% | 100.00% |
15/11/2024 | 3.87% | 0.27 CHF | 0.28 CHF | 145,779 | 50,000 | 146,626 | 50,000 | 37,252 CHF | 13,208 CHF | 100.00% | 100.00% |
14/11/2024 | 4.58% | 0.23 CHF | 0.24 CHF | 147,991 | 50,000 | 149,959 | 50,000 | 32,120 CHF | 11,214 CHF | 99.22% | 99.22% |
13/11/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 151,292 | 50,000 | 150,917 | 49,448 | 28,286 CHF | 9,762 CHF | 99.36% | 99.36% |
12/11/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 149,491 | 50,000 | 149,657 | 50,000 | 30,102 CHF | 10,557 CHF | 100.00% | 100.00% |
11/11/2024 | 3.72% | 0.24 CHF | 0.25 CHF | 145,970 | 50,000 | 144,188 | 50,000 | 38,086 CHF | 13,712 CHF | 100.00% | 100.00% |
08/11/2024 | 9.39% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,551 CHF | 4,995 CHF | 100.00% | 100.00% |
07/11/2024 | 4.02% | 0.27 CHF | 0.28 CHF | 143,055 | 50,000 | 144,956 | 48,697 | 35,996 CHF | 12,582 CHF | 98.73% | 98.73% |