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 | 4.05% | 0.23 CHF | 0.24 CHF | 199,459 | 100,000 | 197,858 | 100,000 | 47,956 CHF | 25,240 CHF | 100.00% | 100.00% |
19/11/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 197,867 | 100,000 | 199,260 | 100,000 | 44,358 CHF | 23,264 CHF | 100.00% | 100.00% |
18/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 200,588 | 100,000 | 201,374 | 100,000 | 41,857 CHF | 21,787 CHF | 100.00% | 100.00% |
15/11/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 201,439 | 100,000 | 200,675 | 100,000 | 44,166 CHF | 23,010 CHF | 100.00% | 100.00% |
14/11/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 200,984 | 100,000 | 202,785 | 100,000 | 40,349 CHF | 20,905 CHF | 99.22% | 99.22% |
13/11/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 203,913 | 100,000 | 204,212 | 99,160 | 34,490 CHF | 17,747 CHF | 99.36% | 99.36% |
12/11/2024 | 3.99% | 0.21 CHF | 0.22 CHF | 200,056 | 100,000 | 195,917 | 100,000 | 48,365 CHF | 25,710 CHF | 87.79% | 87.79% |
11/11/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 154,397 | 100,000 | 51,584 CHF | 34,462 CHF | 100.00% | 100.00% |
08/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 161,328 | 100,000 | 51,758 CHF | 33,106 CHF | 100.00% | 100.00% |
07/11/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 159,415 | 97,395 | 52,476 CHF | 33,080 CHF | 98.73% | 98.73% |