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 | 5.24% | 0.29 CHF | 0.30 CHF | 82,757 | 75,000 | 83,136 | 75,000 | 22,560 CHF | 21,451 CHF | 99.00% | 99.00% |
19/11/2024 | 6.58% | 0.27 CHF | 0.29 CHF | 82,807 | 75,000 | 82,449 | 75,000 | 23,773 CHF | 23,097 CHF | 100.00% | 100.00% |
18/11/2024 | 5.47% | 0.35 CHF | 0.36 CHF | 81,273 | 75,000 | 81,830 | 75,000 | 26,755 CHF | 25,904 CHF | 100.00% | 100.00% |
15/11/2024 | 5.99% | 0.38 CHF | 0.40 CHF | 80,781 | 75,000 | 57,055 | 54,325 | 20,444 CHF | 20,560 CHF | 100.00% | 100.00% |
14/11/2024 | 8.10% | 0.33 CHF | 0.36 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 11,664 CHF | 12,649 CHF | 99.22% | 99.22% |
13/11/2024 | 7.76% | 0.31 CHF | 0.34 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 11,803 CHF | 12,749 CHF | 99.36% | 99.36% |
12/11/2024 | 7.60% | 0.29 CHF | 0.31 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 12,422 CHF | 13,400 CHF | 100.00% | 100.00% |
11/11/2024 | 6.27% | 0.42 CHF | 0.45 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 15,326 CHF | 16,317 CHF | 100.00% | 100.00% |
08/11/2024 | 3.82% | 0.39 CHF | 0.41 CHF | 79,256 | 75,000 | 78,914 | 75,000 | 31,541 CHF | 31,148 CHF | 100.00% | 100.00% |
07/11/2024 | 3.94% | 0.48 CHF | 0.50 CHF | 76,914 | 75,000 | 77,248 | 72,396 | 37,123 CHF | 36,192 CHF | 98.73% | 98.73% |