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 | 8.07% | 0.36 CHF | 0.39 CHF | 140,000 | 50,000 | 133,869 | 50,000 | 51,734 CHF | 20,982 CHF | 92.81% | 92.81% |
19/11/2024 | 5.18% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 142,946 | 50,000 | 51,097 CHF | 18,838 CHF | 99.53% | 99.53% |
18/11/2024 | 5.83% | 0.39 CHF | 0.42 CHF | 130,000 | 50,000 | 133,886 | 44,487 | 51,673 CHF | 18,204 CHF | 100.00% | 100.00% |
15/11/2024 | 4.96% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 138,542 | 50,000 | 51,707 CHF | 19,670 CHF | 92.47% | 92.47% |
14/11/2024 | 5.02% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 129,953 | 50,000 | 52,454 CHF | 21,220 CHF | 98.20% | 98.20% |
13/11/2024 | 5.22% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 130,684 | 49,700 | 51,747 CHF | 20,770 CHF | 98.35% | 98.35% |
12/11/2024 | 4.64% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 114,950 | 50,000 | 51,782 CHF | 23,617 CHF | 97.69% | 97.69% |
11/11/2024 | 4.05% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 103,516 | 50,000 | 51,420 CHF | 25,877 CHF | 100.00% | 100.00% |
08/11/2024 | 4.66% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 119,050 | 50,000 | 52,414 CHF | 23,071 CHF | 96.30% | 96.30% |
07/11/2024 | 4.66% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 117,236 | 48,588 | 52,442 CHF | 22,790 CHF | 91.03% | 91.03% |