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 | 5.19% | 0.17 CHF | 0.18 CHF | 186,115 | 50,000 | 177,724 | 50,000 | 33,457 CHF | 9,925 CHF | 100.00% | 100.00% |
19/11/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 186,377 | 50,000 | 189,313 | 50,000 | 32,813 CHF | 9,180 CHF | 100.00% | 100.00% |
18/11/2024 | 6.06% | 0.20 CHF | 0.21 CHF | 175,174 | 50,000 | 174,233 | 44,486 | 33,647 CHF | 9,043 CHF | 100.00% | 100.00% |
15/11/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 155,923 | 50,000 | 152,683 | 50,000 | 34,706 CHF | 11,868 CHF | 100.00% | 100.00% |
14/11/2024 | 3.73% | 0.25 CHF | 0.26 CHF | 142,811 | 50,000 | 139,547 | 50,000 | 36,887 CHF | 13,724 CHF | 99.27% | 99.27% |
13/11/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 135,333 | 50,000 | 137,030 | 49,694 | 36,862 CHF | 13,881 CHF | 98.49% | 98.49% |
12/11/2024 | 4.04% | 0.27 CHF | 0.28 CHF | 136,085 | 50,000 | 138,049 | 50,000 | 37,079 CHF | 13,983 CHF | 100.00% | 100.00% |
11/11/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 129,248 | 50,000 | 129,627 | 50,000 | 38,092 CHF | 15,198 CHF | 100.00% | 100.00% |
08/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 134,817 | 50,000 | 138,044 | 50,000 | 37,056 CHF | 13,923 CHF | 100.00% | 100.00% |
07/11/2024 | 3.88% | 0.28 CHF | 0.29 CHF | 135,632 | 50,000 | 136,851 | 48,704 | 36,948 CHF | 13,687 CHF | 99.23% | 99.23% |