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 | 4.53% | 0.21 CHF | 0.22 CHF | 210,975 | 50,000 | 210,293 | 50,000 | 45,470 CHF | 11,312 CHF | 100.00% | 100.00% |
19/11/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 209,783 | 50,000 | 210,095 | 50,000 | 44,630 CHF | 11,123 CHF | 95.85% | 95.85% |
18/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 209,642 | 50,000 | 210,819 | 50,000 | 45,566 CHF | 11,308 CHF | 99.57% | 99.57% |
15/11/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 209,419 | 50,000 | 209,341 | 50,000 | 49,633 CHF | 12,355 CHF | 46.16% | 46.16% |
14/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 208,155 | 50,000 | 200,923 | 50,000 | 50,004 CHF | 12,946 CHF | 30.12% | 30.12% |
13/11/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 207,532 | 50,000 | 198,271 | 49,871 | 50,573 CHF | 13,233 CHF | 89.07% | 89.07% |
12/11/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 180,242 | 50,000 | 51,394 CHF | 14,764 CHF | 100.00% | 100.00% |
11/11/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 170,182 | 50,000 | 51,832 CHF | 15,733 CHF | 94.79% | 94.79% |
08/11/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 170,407 | 50,000 | 51,550 CHF | 15,647 CHF | 100.00% | 100.00% |
07/11/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 156,751 | 48,444 | 52,140 CHF | 16,616 CHF | 99.06% | 99.06% |