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 | 4.13% | 0.38 CHF | 0.40 CHF | 82,757 | 75,000 | 83,136 | 75,000 | 30,423 CHF | 28,608 CHF | 99.00% | 99.00% |
19/11/2024 | 3.56% | 0.37 CHF | 0.38 CHF | 82,807 | 75,000 | 82,439 | 75,000 | 31,690 CHF | 29,880 CHF | 100.00% | 100.00% |
18/11/2024 | 4.33% | 0.44 CHF | 0.46 CHF | 81,291 | 75,000 | 81,844 | 75,000 | 34,608 CHF | 33,120 CHF | 100.00% | 100.00% |
15/11/2024 | 5.52% | 0.47 CHF | 0.49 CHF | 80,913 | 75,000 | 57,067 | 54,325 | 25,607 CHF | 25,622 CHF | 100.00% | 100.00% |
14/11/2024 | 5.67% | 0.43 CHF | 0.45 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 15,274 CHF | 16,164 CHF | 99.22% | 99.22% |
13/11/2024 | 5.86% | 0.41 CHF | 0.43 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 15,339 CHF | 16,257 CHF | 99.36% | 99.36% |
12/11/2024 | 6.36% | 0.38 CHF | 0.41 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 15,951 CHF | 16,995 CHF | 100.00% | 100.00% |
11/11/2024 | 5.26% | 0.52 CHF | 0.55 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 18,901 CHF | 19,922 CHF | 100.00% | 100.00% |
08/11/2024 | 3.32% | 0.48 CHF | 0.50 CHF | 79,247 | 75,000 | 78,920 | 75,000 | 38,914 CHF | 38,232 CHF | 100.00% | 100.00% |
07/11/2024 | 2.56% | 0.57 CHF | 0.59 CHF | 77,063 | 75,000 | 77,240 | 72,396 | 44,544 CHF | 42,813 CHF | 98.73% | 98.73% |