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% | 0.24 CHF | 0.25 CHF | 144,965 | 50,000 | 144,207 | 50,000 | 36,093 CHF | 13,017 CHF | 100.00% | 100.00% |
19/11/2024 | 4.46% | 0.24 CHF | 0.25 CHF | 144,939 | 50,000 | 146,389 | 50,000 | 32,179 CHF | 11,497 CHF | 100.00% | 100.00% |
18/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 145,740 | 50,000 | 146,495 | 50,000 | 33,494 CHF | 11,934 CHF | 100.00% | 100.00% |
15/11/2024 | 4.26% | 0.25 CHF | 0.26 CHF | 145,189 | 50,000 | 146,593 | 50,000 | 33,771 CHF | 12,024 CHF | 100.00% | 100.00% |
14/11/2024 | 5.13% | 0.21 CHF | 0.22 CHF | 148,370 | 50,000 | 150,022 | 50,000 | 28,637 CHF | 10,049 CHF | 99.22% | 99.22% |
13/11/2024 | 5.92% | 0.17 CHF | 0.18 CHF | 151,119 | 50,000 | 150,806 | 49,448 | 24,953 CHF | 8,679 CHF | 99.36% | 99.36% |
12/11/2024 | 5.41% | 0.17 CHF | 0.18 CHF | 150,221 | 50,000 | 149,796 | 50,000 | 26,945 CHF | 9,494 CHF | 100.00% | 100.00% |
11/11/2024 | 4.06% | 0.22 CHF | 0.23 CHF | 146,463 | 50,000 | 144,203 | 50,000 | 34,881 CHF | 12,598 CHF | 100.00% | 100.00% |
08/11/2024 | 10.24% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,985 CHF | 4,414 CHF | 100.00% | 100.00% |
07/11/2024 | 4.45% | 0.24 CHF | 0.25 CHF | 142,977 | 50,000 | 144,912 | 48,697 | 32,768 CHF | 11,506 CHF | 98.73% | 98.73% |