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 | 4.04% | 0.40 CHF | 0.45 CHF | 130,000 | 25,000 | 119,894 | 25,000 | 52,407 CHF | 11,379 CHF | 14.13% | 100.00% |
19/11/2024 | 4.59% | 0.41 CHF | 0.43 CHF | 130,000 | 25,000 | 128,798 | 25,000 | 52,110 CHF | 10,596 CHF | 99.99% | 99.99% |
18/11/2024 | 4.91% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 119,933 | 23,897 | 52,616 CHF | 10,996 CHF | 100.00% | 100.00% |
15/11/2024 | 4.11% | 0.43 CHF | 0.45 CHF | 120,000 | 25,000 | 113,863 | 24,970 | 51,574 CHF | 11,794 CHF | 100.00% | 100.00% |
14/11/2024 | 4.26% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 125,413 | 25,000 | 52,786 CHF | 11,015 CHF | 94.67% | 94.67% |
13/11/2024 | 4.72% | 0.39 CHF | 0.41 CHF | 130,000 | 50,000 | 138,691 | 49,418 | 52,038 CHF | 19,439 CHF | 99.25% | 99.25% |
12/11/2024 | 4.78% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 137,498 | 25,000 | 52,230 CHF | 9,970 CHF | 98.32% | 98.32% |
11/11/2024 | 3.93% | 0.44 CHF | 0.46 CHF | 120,000 | 25,000 | 116,863 | 25,000 | 52,402 CHF | 11,669 CHF | 100.00% | 100.00% |
08/11/2024 | 4.70% | 0.44 CHF | 0.46 CHF | 120,000 | 25,000 | 87,413 | 21,785 | 40,643 CHF | 10,636 CHF | 97.48% | 97.48% |
07/11/2024 | 3.09% | 0.63 CHF | 0.65 CHF | 80,000 | 25,000 | 81,612 | 24,731 | 52,849 CHF | 16,564 CHF | 95.57% | 95.57% |