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 | 6.45% | 0.13 CHF | 0.14 CHF | 202,031 | 50,000 | 200,266 | 50,000 | 30,192 CHF | 8,041 CHF | 100.00% | 100.00% |
19/11/2024 | 6.77% | 0.16 CHF | 0.17 CHF | 199,186 | 50,000 | 200,518 | 50,000 | 28,813 CHF | 7,688 CHF | 100.00% | 100.00% |
18/11/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 198,012 | 50,000 | 197,399 | 50,000 | 37,170 CHF | 9,917 CHF | 100.00% | 100.00% |
15/11/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 194,824 | 50,000 | 194,421 | 50,000 | 44,270 CHF | 11,886 CHF | 100.00% | 100.00% |
14/11/2024 | 5.19% | 0.23 CHF | 0.24 CHF | 194,541 | 50,000 | 197,942 | 50,000 | 37,857 CHF | 10,079 CHF | 99.44% | 99.44% |
13/11/2024 | 5.59% | 0.17 CHF | 0.18 CHF | 198,918 | 50,000 | 197,948 | 49,519 | 34,498 CHF | 9,129 CHF | 98.88% | 98.88% |
12/11/2024 | 4.99% | 0.17 CHF | 0.18 CHF | 197,846 | 50,000 | 195,934 | 50,000 | 38,331 CHF | 10,283 CHF | 100.00% | 100.00% |
11/11/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 188,981 | 50,000 | 176,684 | 50,000 | 51,598 CHF | 15,110 CHF | 81.26% | 81.26% |
08/11/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 188,546 | 25,000 | 174,695 | 25,000 | 51,471 CHF | 7,639 CHF | 90.88% | 90.88% |
07/11/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 130,000 | 25,000 | 125,113 | 24,740 | 51,797 CHF | 10,503 CHF | 99.06% | 99.06% |