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 | 4.05% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 116,915 | 50,000 | 52,459 CHF | 23,378 CHF | 14.13% | 89.78% |
19/11/2024 | 4.34% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 121,627 | 50,000 | 52,083 CHF | 22,384 CHF | 98.83% | 98.83% |
18/11/2024 | 5.80% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 122,893 | 44,435 | 46,305 CHF | 17,689 CHF | 99.09% | 99.09% |
15/11/2024 | 5.44% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 49,314 CHF | 17,357 CHF | 99.73% | 99.73% |
14/11/2024 | 6.01% | 0.32 CHF | 0.34 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 44,305 CHF | 15,678 CHF | 97.08% | 97.08% |
13/11/2024 | 5.85% | 0.30 CHF | 0.32 CHF | 150,000 | 50,000 | 149,093 | 49,698 | 44,641 CHF | 15,769 CHF | 97.16% | 97.16% |
12/11/2024 | 5.73% | 0.29 CHF | 0.30 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 47,054 CHF | 16,608 CHF | 98.02% | 98.02% |
11/11/2024 | 5.64% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 99,879 | 41,256 | 36,516 CHF | 15,895 CHF | 100.00% | 100.00% |
08/11/2024 | 7.07% | 0.25 CHF | 0.26 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 36,959 CHF | 13,220 CHF | 100.00% | 100.00% |
07/11/2024 | 8.37% | 0.27 CHF | 0.29 CHF | 150,000 | 50,000 | 78,566 | 35,229 | 22,148 CHF | 10,448 CHF | 94.47% | 94.47% |