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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5.44% | 0.24 CHF | 0.25 CHF | 205,543 | 50,000 | 196,997 | 50,000 | 49,321 CHF | 13,226 CHF | 61.07% | 61.07% |
22/11/2024 | 4.49% | 0.24 CHF | 0.25 CHF | 211,168 | 50,000 | 208,936 | 50,000 | 48,147 CHF | 12,052 CHF | 56.41% | 56.41% |
20/11/2024 | 4.63% | 0.25 CHF | 0.26 CHF | 202,939 | 50,000 | 200,869 | 50,000 | 49,067 CHF | 12,798 CHF | 90.52% | 90.52% |
19/11/2024 | 5.25% | 0.23 CHF | 0.25 CHF | 209,903 | 50,000 | 215,712 | 50,000 | 48,026 CHF | 11,735 CHF | 99.40% | 99.40% |
18/11/2024 | 5.91% | 0.23 CHF | 0.24 CHF | 213,841 | 50,000 | 212,639 | 43,384 | 48,171 CHF | 10,401 CHF | 100.00% | 100.00% |
15/11/2024 | 5.75% | 0.21 CHF | 0.22 CHF | 222,631 | 50,000 | 205,290 | 50,000 | 48,677 CHF | 12,603 CHF | 100.00% | 100.00% |
14/11/2024 | 4.45% | 0.26 CHF | 0.27 CHF | 192,512 | 50,000 | 194,693 | 50,000 | 50,365 CHF | 13,526 CHF | 99.52% | 99.52% |
13/11/2024 | 5.64% | 0.26 CHF | 0.27 CHF | 192,507 | 50,000 | 185,374 | 48,007 | 50,080 CHF | 13,709 CHF | 30.74% | 30.74% |
12/11/2024 | 4.14% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 166,759 | 50,000 | 51,730 CHF | 16,180 CHF | 66.96% | 66.96% |
11/11/2024 | 4.60% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 170,291 | 50,000 | 51,160 CHF | 15,731 CHF | 73.67% | 73.67% |