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 | 5.80% | 0.17 CHF | 0.18 CHF | 187,516 | 50,000 | 193,080 | 50,000 | 32,362 CHF | 8,881 CHF | 100.00% | 100.00% |
19/11/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 205,770 | 50,000 | 209,609 | 50,000 | 31,838 CHF | 8,097 CHF | 99.94% | 99.94% |
18/11/2024 | 7.12% | 0.16 CHF | 0.17 CHF | 203,346 | 50,000 | 201,613 | 44,467 | 31,456 CHF | 7,410 CHF | 99.63% | 99.63% |
15/11/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 199,717 | 50,000 | 198,677 | 50,000 | 32,917 CHF | 8,786 CHF | 99.98% | 99.98% |
14/11/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 185,556 | 50,000 | 185,777 | 50,000 | 33,899 CHF | 9,623 CHF | 99.44% | 99.44% |
13/11/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 182,788 | 50,000 | 183,925 | 49,819 | 34,481 CHF | 9,838 CHF | 98.88% | 98.88% |
12/11/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 178,789 | 50,000 | 173,272 | 50,000 | 34,578 CHF | 10,478 CHF | 99.99% | 99.99% |
11/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 164,786 | 50,000 | 163,056 | 50,000 | 35,512 CHF | 11,391 CHF | 100.00% | 100.00% |
08/11/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 163,637 | 50,000 | 159,950 | 50,000 | 35,492 CHF | 11,595 CHF | 88.69% | 88.69% |
07/11/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 158,813 | 50,000 | 157,764 | 48,703 | 35,980 CHF | 11,593 CHF | 99.06% | 99.06% |