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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6.70% | 0.85 CHF | 0.91 CHF | 47,275 | 20,000 | 47,822 | 20,000 | 39,417 CHF | 17,630 CHF | 100.00% | 100.00% |
22/11/2024 | 7.18% | 0.79 CHF | 0.85 CHF | 48,690 | 20,000 | 49,270 | 20,000 | 37,573 CHF | 16,390 CHF | 100.00% | 100.00% |
20/11/2024 | 7.65% | 0.65 CHF | 0.70 CHF | 52,296 | 20,000 | 50,682 | 20,000 | 35,732 CHF | 15,236 CHF | 100.00% | 100.00% |
19/11/2024 | 4.61% | 0.67 CHF | 0.70 CHF | 51,881 | 20,000 | 52,348 | 20,000 | 34,600 CHF | 13,849 CHF | 100.00% | 100.00% |
18/11/2024 | 5.59% | 0.68 CHF | 0.71 CHF | 52,178 | 20,000 | 52,658 | 17,243 | 34,598 CHF | 11,975 CHF | 100.00% | 100.00% |
15/11/2024 | 4.51% | 0.71 CHF | 0.74 CHF | 51,727 | 20,000 | 51,158 | 20,000 | 36,995 CHF | 15,131 CHF | 100.00% | 100.00% |
14/11/2024 | 4.19% | 0.78 CHF | 0.81 CHF | 49,998 | 20,000 | 50,506 | 20,000 | 38,444 CHF | 15,879 CHF | 99.22% | 99.22% |
13/11/2024 | 4.77% | 0.71 CHF | 0.74 CHF | 51,891 | 20,000 | 52,810 | 19,750 | 35,520 CHF | 13,942 CHF | 99.36% | 99.36% |
12/11/2024 | 4.33% | 0.70 CHF | 0.73 CHF | 52,271 | 20,000 | 50,981 | 20,000 | 37,711 CHF | 15,451 CHF | 100.00% | 100.00% |
11/11/2024 | 3.74% | 0.79 CHF | 0.82 CHF | 49,777 | 20,000 | 48,428 | 20,000 | 41,239 CHF | 17,695 CHF | 100.00% | 100.00% |