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 | 3.92% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 181,346 | 50,000 | 51,646 CHF | 14,827 CHF | 100.00% | 100.00% |
19/11/2024 | 4.06% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 186,242 | 50,000 | 51,307 CHF | 14,365 CHF | 99.99% | 99.99% |
18/11/2024 | 5.92% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 221,867 | 44,487 | 50,560 CHF | 10,734 CHF | 100.00% | 100.00% |
15/11/2024 | 4.81% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 217,882 | 50,000 | 50,525 CHF | 12,177 CHF | 100.00% | 100.00% |
14/11/2024 | 4.10% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 186,944 | 50,000 | 51,066 CHF | 14,237 CHF | 98.83% | 98.83% |
13/11/2024 | 4.26% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 191,868 | 49,511 | 51,241 CHF | 13,825 CHF | 57.18% | 57.18% |
12/11/2024 | 3.74% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 161,107 | 50,000 | 52,110 CHF | 16,799 CHF | 100.00% | 100.00% |
11/11/2024 | 3.22% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 139,428 | 50,000 | 51,552 CHF | 19,103 CHF | 99.81% | 99.81% |
08/11/2024 | 3.52% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 161,459 | 50,000 | 51,739 CHF | 16,615 CHF | 100.00% | 100.00% |
07/11/2024 | 3.65% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 154,461 | 48,703 | 51,551 CHF | 16,835 CHF | 99.13% | 99.13% |