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 | 4.42% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 228,442 | 50,000 | 50,512 CHF | 11,578 CHF | 91.15% | 91.15% |
19/11/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 217,723 | 50,000 | 50,513 CHF | 12,114 CHF | 99.99% | 99.99% |
18/11/2024 | 5.17% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 223,749 | 44,487 | 50,584 CHF | 10,607 CHF | 100.00% | 100.00% |
15/11/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 237,822 | 50,000 | 50,430 CHF | 11,109 CHF | 97.60% | 97.60% |
14/11/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 230,737 | 50,000 | 50,556 CHF | 11,463 CHF | 96.15% | 96.15% |
13/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 271,371 | 49,816 | 49,993 CHF | 9,679 CHF | 84.99% | 84.99% |
12/11/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 262,778 | 50,000 | 259,907 | 50,000 | 50,246 CHF | 10,174 CHF | 87.99% | 87.99% |
11/11/2024 | 3.89% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 201,365 | 50,000 | 50,769 CHF | 13,168 CHF | 99.48% | 99.48% |
08/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 181,413 | 50,000 | 50,954 CHF | 14,558 CHF | 99.86% | 99.86% |
07/11/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 181,874 | 48,669 | 51,271 CHF | 14,259 CHF | 96.52% | 96.52% |