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 | 2.96% | 0.33 CHF | 0.34 CHF | 144,949 | 50,000 | 144,242 | 50,000 | 47,995 CHF | 17,140 CHF | 100.00% | 100.00% |
19/11/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 145,009 | 50,000 | 146,453 | 50,000 | 44,361 CHF | 15,650 CHF | 100.00% | 100.00% |
18/11/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 145,916 | 50,000 | 146,433 | 50,000 | 45,380 CHF | 15,996 CHF | 100.00% | 100.00% |
15/11/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 145,669 | 50,000 | 146,714 | 50,000 | 45,880 CHF | 16,141 CHF | 100.00% | 100.00% |
14/11/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 148,024 | 50,000 | 150,060 | 50,000 | 40,923 CHF | 14,140 CHF | 99.22% | 99.22% |
13/11/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 151,292 | 50,000 | 150,912 | 49,448 | 37,265 CHF | 12,709 CHF | 99.36% | 99.36% |
12/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 150,127 | 50,000 | 149,698 | 50,000 | 39,040 CHF | 13,540 CHF | 100.00% | 100.00% |
11/11/2024 | 3.05% | 0.30 CHF | 0.31 CHF | 145,889 | 50,000 | 144,262 | 50,000 | 46,696 CHF | 16,689 CHF | 100.00% | 100.00% |
08/11/2024 | 7.21% | 0.29 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,036 CHF | 6,485 CHF | 100.00% | 100.00% |
07/11/2024 | 3.26% | 0.33 CHF | 0.34 CHF | 143,055 | 50,000 | 144,949 | 48,697 | 44,556 CHF | 15,457 CHF | 98.73% | 98.73% |