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 | 6.15% | 0.14 CHF | 0.15 CHF | 201,709 | 50,000 | 200,173 | 50,000 | 31,705 CHF | 8,422 CHF | 100.00% | 100.00% |
19/11/2024 | 6.44% | 0.17 CHF | 0.18 CHF | 198,961 | 50,000 | 200,659 | 50,000 | 30,284 CHF | 8,049 CHF | 100.00% | 100.00% |
18/11/2024 | 5.04% | 0.18 CHF | 0.19 CHF | 198,119 | 50,000 | 197,332 | 50,000 | 38,273 CHF | 10,200 CHF | 100.00% | 100.00% |
15/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 194,697 | 50,000 | 194,425 | 50,000 | 45,685 CHF | 12,250 CHF | 100.00% | 100.00% |
14/11/2024 | 5.02% | 0.24 CHF | 0.25 CHF | 194,264 | 50,000 | 197,902 | 50,000 | 39,096 CHF | 10,393 CHF | 99.44% | 99.44% |
13/11/2024 | 5.41% | 0.17 CHF | 0.18 CHF | 199,458 | 50,000 | 197,965 | 49,519 | 35,734 CHF | 9,436 CHF | 98.88% | 98.88% |
12/11/2024 | 4.79% | 0.18 CHF | 0.19 CHF | 197,625 | 50,000 | 195,825 | 50,000 | 40,006 CHF | 10,716 CHF | 100.00% | 100.00% |
11/11/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 190,415 | 50,000 | 175,319 | 50,000 | 51,557 CHF | 15,226 CHF | 100.00% | 100.00% |
08/11/2024 | 3.25% | 0.28 CHF | 0.29 CHF | 188,362 | 25,000 | 170,225 | 25,000 | 51,561 CHF | 7,847 CHF | 87.42% | 87.42% |
07/11/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 130,000 | 25,000 | 122,265 | 24,740 | 51,619 CHF | 10,702 CHF | 99.06% | 99.06% |