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 | 3.64% | 0.25 CHF | 0.26 CHF | 197,537 | 100,000 | 188,303 | 100,000 | 50,851 CHF | 28,052 CHF | 83.56% | 83.56% |
19/11/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 199,253 | 100,000 | 200,188 | 100,000 | 43,621 CHF | 22,792 CHF | 100.00% | 100.00% |
18/11/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 197,559 | 100,000 | 197,885 | 100,000 | 50,078 CHF | 26,308 CHF | 100.00% | 100.00% |
15/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 201,687 | 100,000 | 201,529 | 100,000 | 43,936 CHF | 22,805 CHF | 100.00% | 100.00% |
14/11/2024 | 4.84% | 0.22 CHF | 0.23 CHF | 201,604 | 100,000 | 203,099 | 100,000 | 40,994 CHF | 21,187 CHF | 99.22% | 99.22% |
13/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 203,359 | 100,000 | 202,211 | 99,159 | 39,625 CHF | 20,416 CHF | 99.36% | 99.36% |
12/11/2024 | 4.25% | 0.18 CHF | 0.19 CHF | 203,372 | 100,000 | 197,944 | 100,000 | 45,930 CHF | 24,246 CHF | 94.83% | 94.83% |
11/11/2024 | 2.78% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 144,994 | 100,000 | 51,414 CHF | 36,505 CHF | 100.00% | 100.00% |
08/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 148,894 | 100,000 | 51,510 CHF | 35,622 CHF | 100.00% | 100.00% |
07/11/2024 | 3.08% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 160,411 | 97,396 | 51,778 CHF | 32,710 CHF | 98.73% | 98.73% |