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 | 3.55% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 184,958 | 50,000 | 51,108 CHF | 14,349 CHF | 100.00% | 100.00% |
19/11/2024 | 4.30% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 197,682 | 50,000 | 50,875 CHF | 13,457 CHF | 100.00% | 100.00% |
18/11/2024 | 3.82% | 0.24 CHF | 0.25 CHF | 209,959 | 50,000 | 198,444 | 50,000 | 51,026 CHF | 13,372 CHF | 100.00% | 100.00% |
15/11/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 182,817 | 50,000 | 51,041 CHF | 14,497 CHF | 100.00% | 100.00% |
14/11/2024 | 3.54% | 0.22 CHF | 0.23 CHF | 209,884 | 50,000 | 184,245 | 50,000 | 51,194 CHF | 14,527 CHF | 99.52% | 99.52% |
13/11/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 138,759 | 49,704 | 51,786 CHF | 19,080 CHF | 99.32% | 99.32% |
12/11/2024 | 2.98% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 147,773 | 50,000 | 51,625 CHF | 18,010 CHF | 100.00% | 100.00% |
11/11/2024 | 3.95% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 177,492 | 50,000 | 51,459 CHF | 15,105 CHF | 100.00% | 100.00% |
08/11/2024 | 3.88% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 188,794 | 50,000 | 51,340 CHF | 14,159 CHF | 100.00% | 100.00% |
07/11/2024 | 5.06% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 206,146 | 48,610 | 45,732 CHF | 11,303 CHF | 92.51% | 92.51% |