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 | 5.20% | 0.18 CHF | 0.19 CHF | 203,657 | 50,000 | 202,496 | 50,000 | 41,783 CHF | 10,865 CHF | 91.40% | 91.40% |
19/11/2024 | 6.58% | 0.18 CHF | 0.19 CHF | 202,829 | 50,000 | 203,593 | 50,000 | 34,701 CHF | 9,101 CHF | 100.00% | 100.00% |
18/11/2024 | 5.02% | 0.21 CHF | 0.22 CHF | 202,399 | 50,000 | 203,137 | 50,000 | 40,869 CHF | 10,577 CHF | 100.00% | 100.00% |
15/11/2024 | 5.82% | 0.15 CHF | 0.16 CHF | 206,081 | 50,000 | 204,104 | 50,000 | 38,426 CHF | 9,976 CHF | 100.00% | 100.00% |
14/11/2024 | 4.90% | 0.23 CHF | 0.24 CHF | 202,347 | 50,000 | 202,712 | 50,000 | 45,305 CHF | 11,736 CHF | 99.52% | 99.52% |
13/11/2024 | 5.22% | 0.20 CHF | 0.21 CHF | 202,777 | 50,000 | 202,076 | 49,608 | 41,918 CHF | 10,837 CHF | 75.10% | 75.10% |
12/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200,249 | 50,000 | 182,700 | 50,000 | 51,123 CHF | 14,541 CHF | 78.05% | 78.05% |
11/11/2024 | 3.39% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 160,550 | 50,000 | 52,021 CHF | 16,762 CHF | 100.00% | 100.00% |
08/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 197,534 | 50,000 | 186,667 | 50,000 | 50,990 CHF | 14,166 CHF | 9.41% | 9.41% |
07/11/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 198,588 | 50,000 | 185,380 | 49,184 | 50,902 CHF | 14,101 CHF | 56.49% | 56.49% |