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 | 4.49% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 204,904 | 50,000 | 50,232 CHF | 12,832 CHF | 100.00% | 100.00% |
19/11/2024 | 4.76% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 213,168 | 50,000 | 50,457 CHF | 12,420 CHF | 99.99% | 99.99% |
18/11/2024 | 6.07% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 237,575 | 44,487 | 50,427 CHF | 10,027 CHF | 100.00% | 100.00% |
15/11/2024 | 5.96% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 241,856 | 50,000 | 50,310 CHF | 11,047 CHF | 100.00% | 100.00% |
14/11/2024 | 4.96% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 216,035 | 50,000 | 50,515 CHF | 12,294 CHF | 98.83% | 98.83% |
13/11/2024 | 5.30% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 221,313 | 49,680 | 50,521 CHF | 11,976 CHF | 92.01% | 92.01% |
12/11/2024 | 4.19% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 195,738 | 50,000 | 51,465 CHF | 13,718 CHF | 100.00% | 100.00% |
11/11/2024 | 4.19% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 178,277 | 50,000 | 51,301 CHF | 15,009 CHF | 99.81% | 99.81% |
08/11/2024 | 4.27% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 197,625 | 50,000 | 51,381 CHF | 13,575 CHF | 100.00% | 100.00% |
07/11/2024 | 4.25% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 191,780 | 48,703 | 51,539 CHF | 13,640 CHF | 99.13% | 99.13% |