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 | 6.75% | 0.44 CHF | 0.56 CHF | 120,000 | 25,000 | 99,555 | 25,000 | 52,444 CHF | 14,097 CHF | 14.13% | 100.00% |
19/11/2024 | 3.86% | 0.47 CHF | 0.49 CHF | 110,000 | 25,000 | 111,169 | 25,000 | 52,468 CHF | 12,313 CHF | 99.98% | 99.98% |
18/11/2024 | 3.83% | 0.61 CHF | 0.63 CHF | 90,000 | 25,000 | 92,128 | 23,897 | 52,923 CHF | 14,257 CHF | 100.00% | 100.00% |
15/11/2024 | 2.93% | 0.57 CHF | 0.59 CHF | 90,000 | 25,000 | 83,276 | 24,970 | 51,848 CHF | 16,044 CHF | 100.00% | 100.00% |
14/11/2024 | 3.31% | 0.63 CHF | 0.65 CHF | 80,000 | 25,000 | 97,124 | 25,000 | 52,268 CHF | 14,152 CHF | 94.66% | 94.66% |
13/11/2024 | 4.27% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 126,193 | 49,418 | 52,089 CHF | 21,310 CHF | 99.23% | 99.23% |
12/11/2024 | 4.17% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 118,741 | 25,000 | 52,316 CHF | 11,554 CHF | 98.32% | 98.32% |
11/11/2024 | 2.81% | 0.62 CHF | 0.64 CHF | 90,000 | 25,000 | 83,457 | 25,000 | 53,551 CHF | 16,529 CHF | 100.00% | 100.00% |
08/11/2024 | 3.22% | 0.59 CHF | 0.61 CHF | 90,000 | 25,000 | 62,952 | 21,786 | 41,839 CHF | 15,225 CHF | 97.48% | 97.48% |
07/11/2024 | 2.37% | 1.26 CHF | 1.29 CHF | 40,000 | 25,000 | 42,332 | 24,731 | 53,247 CHF | 32,089 CHF | 95.57% | 95.57% |