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 | 3.30% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 173,011 | 100,000 | 51,568 CHF | 30,854 CHF | 98.98% | 98.98% |
19/11/2024 | 4.01% | 0.26 CHF | 0.27 CHF | 199,118 | 100,000 | 200,366 | 100,000 | 49,033 CHF | 25,473 CHF | 74.17% | 74.17% |
18/11/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 182,098 | 100,000 | 50,970 CHF | 29,002 CHF | 99.76% | 99.76% |
15/11/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 201,686 | 100,000 | 201,126 | 100,000 | 49,306 CHF | 25,520 CHF | 80.90% | 80.90% |
14/11/2024 | 4.32% | 0.25 CHF | 0.26 CHF | 202,148 | 100,000 | 203,286 | 100,000 | 46,067 CHF | 23,663 CHF | 87.81% | 87.81% |
13/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 203,258 | 100,000 | 202,248 | 99,106 | 45,122 CHF | 23,098 CHF | 93.46% | 93.46% |
12/11/2024 | 3.81% | 0.21 CHF | 0.22 CHF | 203,208 | 100,000 | 193,283 | 100,000 | 50,001 CHF | 26,988 CHF | 75.06% | 75.06% |
11/11/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 134,746 | 100,000 | 51,505 CHF | 39,257 CHF | 100.00% | 100.00% |
08/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 138,946 | 100,000 | 51,924 CHF | 38,382 CHF | 100.00% | 100.00% |
07/11/2024 | 2.81% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 147,305 | 97,396 | 51,701 CHF | 35,437 CHF | 98.73% | 98.73% |