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 | 4.83% | 0.22 CHF | 0.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 25,322 CHF | 26,572 CHF | 72.57% | 72.57% |
19/11/2024 | 4.67% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 26,218 CHF | 27,468 CHF | 71.09% | 71.09% |
18/11/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 125,000 | 125,000 | 128,176 | 128,176 | 21,956 CHF | 23,238 CHF | 77.31% | 77.31% |
15/11/2024 | 6.75% | 0.15 CHF | 0.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 21,503 CHF | 23,003 CHF | 94.06% | 94.06% |
14/11/2024 | 5.70% | 0.14 CHF | 0.15 CHF | 150,000 | 150,000 | 136,109 | 136,107 | 23,342 CHF | 24,703 CHF | 70.77% | 70.77% |
13/11/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 127,254 | 127,253 | 23,837 CHF | 25,109 CHF | 93.16% | 93.16% |
12/11/2024 | 5.69% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 144,565 | 144,565 | 24,662 CHF | 26,107 CHF | 74.60% | 74.60% |
11/11/2024 | 8.94% | 0.13 CHF | 0.14 CHF | 150,000 | 150,000 | 174,554 | 174,554 | 18,710 CHF | 20,456 CHF | 92.25% | 92.25% |
08/11/2024 | 9.19% | 0.12 CHF | 0.13 CHF | 175,000 | 175,000 | 180,357 | 180,357 | 18,859 CHF | 20,662 CHF | 96.00% | 96.00% |
07/11/2024 | 17.90% | 0.06 CHF | 0.07 CHF | 275,000 | 275,000 | 302,396 | 285,190 | 15,431 CHF | 17,506 CHF | 99.90% | 99.90% |