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 | 4.51% | 0.20 CHF | 0.21 CHF | 231,582 | 20,000 | 214,551 | 20,000 | 46,548 CHF | 4,549 CHF | 100.00% | 100.00% |
19/11/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 227,102 | 20,000 | 227,784 | 20,000 | 46,365 CHF | 4,272 CHF | 97.46% | 97.46% |
18/11/2024 | 5.33% | 0.21 CHF | 0.22 CHF | 217,112 | 20,000 | 198,220 | 18,203 | 40,571 CHF | 3,924 CHF | 91.03% | 91.03% |
15/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 223,998 | 20,000 | 214,386 | 20,000 | 47,641 CHF | 4,652 CHF | 41.53% | 41.53% |
14/11/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 194,716 | 20,000 | 199,858 | 20,000 | 50,112 CHF | 5,222 CHF | 32.41% | 32.41% |
13/11/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 236,694 | 20,000 | 224,951 | 19,797 | 47,318 CHF | 4,370 CHF | 95.42% | 95.42% |
12/11/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 211,796 | 20,000 | 201,192 | 20,000 | 49,693 CHF | 5,144 CHF | 32.24% | 32.24% |
11/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 176,826 | 20,000 | 175,860 | 20,000 | 50,493 CHF | 5,947 CHF | 7.10% | 7.10% |
08/11/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 187,895 | 20,000 | 185,597 | 20,000 | 49,595 CHF | 5,550 CHF | 44.18% | 44.18% |
07/11/2024 | 4.12% | 0.32 CHF | 0.33 CHF | 161,327 | 20,000 | 115,986 | 15,724 | 35,979 CHF | 5,040 CHF | 15.04% | 15.04% |