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 | 3.31% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 173,597 | 100,000 | 51,553 CHF | 30,743 CHF | 98.98% | 98.98% |
19/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 199,840 | 100,000 | 200,293 | 100,000 | 48,586 CHF | 25,259 CHF | 37.66% | 37.66% |
18/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 182,167 | 100,000 | 50,851 CHF | 28,926 CHF | 96.68% | 96.68% |
15/11/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 201,564 | 100,000 | 201,163 | 100,000 | 49,108 CHF | 25,418 CHF | 82.73% | 82.73% |
14/11/2024 | 4.32% | 0.25 CHF | 0.26 CHF | 202,148 | 100,000 | 203,250 | 100,000 | 46,056 CHF | 23,662 CHF | 89.41% | 89.41% |
13/11/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 203,156 | 100,000 | 202,275 | 99,106 | 44,849 CHF | 22,960 CHF | 93.46% | 93.46% |
12/11/2024 | 3.86% | 0.21 CHF | 0.22 CHF | 203,208 | 100,000 | 194,055 | 100,000 | 49,476 CHF | 26,619 CHF | 68.33% | 68.33% |
11/11/2024 | 2.60% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 135,491 | 100,000 | 51,462 CHF | 39,024 CHF | 100.00% | 100.00% |
08/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,080 | 100,000 | 51,977 CHF | 38,106 CHF | 100.00% | 100.00% |
07/11/2024 | 2.82% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 148,464 | 97,396 | 51,854 CHF | 35,269 CHF | 98.73% | 98.73% |