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 | 4.00% | 0.23 CHF | 0.24 CHF | 197,464 | 100,000 | 196,160 | 100,000 | 48,201 CHF | 25,578 CHF | 62.56% | 62.56% |
19/11/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 199,193 | 100,000 | 200,189 | 100,000 | 39,511 CHF | 20,739 CHF | 100.00% | 100.00% |
18/11/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 197,559 | 100,000 | 198,014 | 100,000 | 45,818 CHF | 24,140 CHF | 100.00% | 100.00% |
15/11/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 201,687 | 100,000 | 201,533 | 100,000 | 39,695 CHF | 20,700 CHF | 100.00% | 100.00% |
14/11/2024 | 5.43% | 0.20 CHF | 0.21 CHF | 201,436 | 100,000 | 203,104 | 100,000 | 36,476 CHF | 18,963 CHF | 99.22% | 99.22% |
13/11/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 203,359 | 100,000 | 202,213 | 99,159 | 35,463 CHF | 18,386 CHF | 99.36% | 99.36% |
12/11/2024 | 4.65% | 0.16 CHF | 0.17 CHF | 203,372 | 100,000 | 198,618 | 100,000 | 42,066 CHF | 22,202 CHF | 97.72% | 97.72% |
11/11/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 155,552 | 100,000 | 51,849 CHF | 34,377 CHF | 100.00% | 100.00% |
08/11/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 159,375 | 100,000 | 51,772 CHF | 33,511 CHF | 100.00% | 100.00% |
07/11/2024 | 3.24% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 169,647 | 99,775 | 51,557 CHF | 31,514 CHF | 93.94% | 93.94% |