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 | 4.65% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 239,946 | 239,946 | 51,570 CHF | 53,972 CHF | 100.00% | 100.00% |
19/11/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 180,000 | 180,000 | 177,975 | 177,975 | 37,403 CHF | 39,187 CHF | 99.27% | 99.27% |
18/11/2024 | 2.55% | 0.35 CHF | 0.36 CHF | 160,000 | 160,000 | 158,156 | 158,156 | 63,066 CHF | 64,652 CHF | 99.47% | 99.47% |
15/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 148,455 | 148,455 | 74,471 CHF | 75,957 CHF | 98.94% | 98.94% |
14/11/2024 | 1.58% | 0.54 CHF | 0.55 CHF | 220,000 | 220,000 | 215,160 | 215,160 | 139,854 CHF | 142,012 CHF | 97.56% | 97.56% |
13/11/2024 | 3.51% | 0.30 CHF | 0.31 CHF | 240,000 | 240,000 | 237,585 | 237,585 | 68,188 CHF | 70,566 CHF | 100.00% | 100.00% |
12/11/2024 | 2.72% | 0.28 CHF | 0.28 CHF | 180,000 | 180,000 | 168,970 | 168,970 | 62,976 CHF | 64,667 CHF | 99.24% | 99.24% |
11/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 190,000 | 190,000 | 188,083 | 188,083 | 96,914 CHF | 98,797 CHF | 100.00% | 100.00% |
08/11/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 160,000 | 160,000 | 158,351 | 158,351 | 72,180 CHF | 73,765 CHF | 98.58% | 98.58% |
07/11/2024 | 1.94% | 0.59 CHF | 0.60 CHF | 180,000 | 180,000 | 178,301 | 178,301 | 93,061 CHF | 94,846 CHF | 99.57% | 99.57% |