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 | 4.20% | 0.22 CHF | 0.23 CHF | 159,486 | 50,000 | 153,868 | 50,000 | 35,910 CHF | 12,173 CHF | 100.00% | 100.00% |
19/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 164,371 | 50,000 | 163,586 | 50,000 | 35,615 CHF | 11,389 CHF | 99.99% | 99.99% |
18/11/2024 | 5.54% | 0.22 CHF | 0.23 CHF | 166,259 | 50,000 | 165,311 | 43,384 | 35,464 CHF | 9,819 CHF | 100.00% | 100.00% |
15/11/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 169,092 | 50,000 | 179,459 | 50,000 | 34,577 CHF | 10,145 CHF | 100.00% | 100.00% |
14/11/2024 | 5.62% | 0.19 CHF | 0.20 CHF | 184,613 | 50,000 | 193,958 | 50,000 | 33,570 CHF | 9,158 CHF | 99.27% | 99.27% |
13/11/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 195,817 | 50,000 | 191,017 | 49,436 | 32,949 CHF | 9,028 CHF | 99.40% | 99.40% |
12/11/2024 | 5.16% | 0.18 CHF | 0.19 CHF | 184,980 | 50,000 | 180,644 | 50,000 | 34,149 CHF | 9,953 CHF | 100.00% | 100.00% |
11/11/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 168,917 | 50,000 | 168,680 | 50,000 | 35,749 CHF | 11,099 CHF | 100.00% | 100.00% |
08/11/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 179,101 | 50,000 | 180,367 | 50,000 | 34,200 CHF | 9,983 CHF | 100.00% | 100.00% |
07/11/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 171,496 | 50,000 | 171,675 | 48,703 | 35,235 CHF | 10,487 CHF | 99.23% | 99.23% |