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 | 4.03% | 0.26 CHF | 0.27 CHF | 199,503 | 100,000 | 197,548 | 100,000 | 48,076 CHF | 25,336 CHF | 100.00% | 100.00% |
19/11/2024 | 3.74% | 0.25 CHF | 0.26 CHF | 198,134 | 100,000 | 194,269 | 100,000 | 50,958 CHF | 27,247 CHF | 77.89% | 77.89% |
18/11/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 182,882 | 100,000 | 50,733 CHF | 28,753 CHF | 100.00% | 100.00% |
15/11/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 192,598 | 100,000 | 51,460 CHF | 27,740 CHF | 100.00% | 100.00% |
14/11/2024 | 3.42% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 179,458 | 100,000 | 51,557 CHF | 29,784 CHF | 99.22% | 99.22% |
13/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 162,814 | 99,160 | 51,984 CHF | 32,678 CHF | 99.36% | 99.36% |
12/11/2024 | 4.06% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 195,079 | 100,000 | 47,243 CHF | 25,232 CHF | 100.00% | 100.00% |
11/11/2024 | 6.19% | 0.19 CHF | 0.20 CHF | 191,660 | 100,000 | 188,919 | 100,000 | 29,752 CHF | 16,742 CHF | 100.00% | 100.00% |
08/11/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 189,360 | 100,000 | 188,800 | 100,000 | 32,630 CHF | 18,281 CHF | 100.00% | 100.00% |
07/11/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 188,270 | 100,000 | 188,741 | 97,395 | 31,137 CHF | 17,049 CHF | 98.73% | 98.73% |