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 | 4.21% | 0.24 CHF | 0.25 CHF | 145,083 | 50,000 | 144,333 | 50,000 | 33,664 CHF | 12,160 CHF | 100.00% | 100.00% |
19/11/2024 | 3.73% | 0.25 CHF | 0.26 CHF | 144,817 | 50,000 | 146,391 | 50,000 | 38,629 CHF | 13,689 CHF | 100.00% | 100.00% |
18/11/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 145,676 | 50,000 | 146,466 | 50,000 | 37,311 CHF | 13,235 CHF | 100.00% | 100.00% |
15/11/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 145,723 | 50,000 | 146,674 | 50,000 | 37,387 CHF | 13,240 CHF | 100.00% | 100.00% |
14/11/2024 | 3.35% | 0.27 CHF | 0.28 CHF | 148,122 | 50,000 | 150,118 | 50,000 | 44,110 CHF | 15,187 CHF | 99.22% | 99.22% |
13/11/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 150,956 | 50,000 | 150,985 | 49,448 | 48,091 CHF | 16,243 CHF | 99.36% | 99.36% |
12/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 149,880 | 50,000 | 149,770 | 50,000 | 45,922 CHF | 15,831 CHF | 100.00% | 100.00% |
11/11/2024 | 4.04% | 0.27 CHF | 0.28 CHF | 146,146 | 50,000 | 144,192 | 50,000 | 35,132 CHF | 12,677 CHF | 100.00% | 100.00% |
08/11/2024 | 5.20% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,086 CHF | 8,515 CHF | 100.00% | 100.00% |
07/11/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 143,055 | 50,000 | 144,959 | 48,696 | 37,923 CHF | 13,238 CHF | 98.73% | 98.73% |