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 | 4.87% | 0.32 CHF | 0.34 CHF | 118,790 | 75,000 | 121,575 | 75,000 | 37,558 CHF | 24,337 CHF | 99.00% | 99.00% |
19/11/2024 | 5.61% | 0.31 CHF | 0.33 CHF | 118,683 | 75,000 | 118,749 | 75,000 | 38,030 CHF | 25,418 CHF | 99.95% | 99.95% |
18/11/2024 | 5.57% | 0.37 CHF | 0.38 CHF | 112,181 | 75,000 | 114,290 | 63,971 | 40,313 CHF | 23,697 CHF | 100.00% | 100.00% |
15/11/2024 | 5.35% | 0.39 CHF | 0.41 CHF | 109,339 | 75,000 | 70,078 | 54,325 | 26,480 CHF | 21,424 CHF | 100.00% | 100.00% |
14/11/2024 | 7.38% | 0.36 CHF | 0.38 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 12,847 CHF | 13,832 CHF | 99.22% | 99.22% |
13/11/2024 | 7.22% | 0.34 CHF | 0.37 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 12,906 CHF | 13,866 CHF | 99.36% | 99.36% |
12/11/2024 | 7.09% | 0.33 CHF | 0.35 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 13,425 CHF | 14,408 CHF | 100.00% | 100.00% |
11/11/2024 | 6.59% | 0.43 CHF | 0.45 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 15,560 CHF | 16,620 CHF | 100.00% | 100.00% |
08/11/2024 | 4.06% | 0.40 CHF | 0.42 CHF | 105,878 | 75,000 | 105,086 | 75,000 | 43,104 CHF | 32,051 CHF | 100.00% | 100.00% |
07/11/2024 | 3.26% | 0.47 CHF | 0.49 CHF | 97,048 | 75,000 | 97,860 | 71,924 | 47,047 CHF | 35,686 CHF | 83.59% | 83.59% |