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 | 6.75% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 165,399 | 50,000 | 51,659 CHF | 16,728 CHF | 100.00% | 100.00% |
19/11/2024 | 6.68% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 170,091 | 50,000 | 52,129 CHF | 16,389 CHF | 100.00% | 100.00% |
18/11/2024 | 8.66% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 182,376 | 44,486 | 50,890 CHF | 13,513 CHF | 100.00% | 100.00% |
15/11/2024 | 7.72% | 0.28 CHF | 0.31 CHF | 180,000 | 50,000 | 179,819 | 50,000 | 51,051 CHF | 15,336 CHF | 100.00% | 100.00% |
14/11/2024 | 7.22% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 179,271 | 50,000 | 50,955 CHF | 15,282 CHF | 99.27% | 99.27% |
13/11/2024 | 7.70% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 193,459 | 49,435 | 51,506 CHF | 14,216 CHF | 99.40% | 99.40% |
12/11/2024 | 6.77% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 176,488 | 50,000 | 51,552 CHF | 15,638 CHF | 100.00% | 100.00% |
11/11/2024 | 7.17% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 180,604 | 50,000 | 51,062 CHF | 15,189 CHF | 100.00% | 100.00% |
08/11/2024 | 8.02% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 206,451 | 50,000 | 50,821 CHF | 13,369 CHF | 100.00% | 100.00% |
07/11/2024 | 8.88% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 207,683 | 48,722 | 50,290 CHF | 12,884 CHF | 98.89% | 98.89% |