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 | 3.71% | 0.25 CHF | 0.26 CHF | 201,503 | 50,000 | 194,499 | 50,000 | 51,407 CHF | 13,728 CHF | 44.42% | 44.42% |
19/11/2024 | 3.95% | 0.26 CHF | 0.27 CHF | 199,773 | 50,000 | 199,598 | 50,000 | 49,663 CHF | 12,952 CHF | 79.60% | 79.60% |
18/11/2024 | 3.35% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 176,242 | 50,000 | 51,760 CHF | 15,200 CHF | 100.00% | 100.00% |
15/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 154,291 | 50,000 | 51,646 CHF | 17,250 CHF | 100.00% | 100.00% |
14/11/2024 | 3.33% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 175,133 | 50,000 | 51,758 CHF | 15,393 CHF | 99.44% | 99.44% |
13/11/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 199,502 | 50,000 | 179,855 | 49,415 | 50,901 CHF | 14,496 CHF | 81.40% | 81.40% |
12/11/2024 | 3.24% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 171,012 | 50,000 | 52,015 CHF | 15,716 CHF | 100.00% | 100.00% |
11/11/2024 | 2.52% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 132,012 | 50,000 | 51,764 CHF | 20,124 CHF | 100.00% | 100.00% |
08/11/2024 | 2.47% | 0.38 CHF | 0.39 CHF | 140,000 | 25,000 | 129,949 | 25,000 | 52,032 CHF | 10,279 CHF | 100.00% | 100.00% |
07/11/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,066 | 24,740 | 52,173 CHF | 13,147 CHF | 99.06% | 99.06% |