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 | 7.98% | 0.21 CHF | 0.23 CHF | 173,431 | 75,000 | 174,460 | 75,000 | 37,303 CHF | 17,420 CHF | 100.00% | 100.00% |
19/11/2024 | 7.02% | 0.23 CHF | 0.25 CHF | 167,035 | 75,000 | 155,737 | 75,000 | 39,689 CHF | 20,553 CHF | 100.00% | 100.00% |
18/11/2024 | 7.16% | 0.29 CHF | 0.31 CHF | 143,648 | 50,000 | 139,925 | 43,766 | 44,686 CHF | 14,867 CHF | 88.43% | 88.43% |
15/11/2024 | 5.27% | 0.35 CHF | 0.37 CHF | 137,534 | 50,000 | 137,952 | 50,000 | 48,067 CHF | 18,420 CHF | 51.48% | 51.48% |
14/11/2024 | 3.88% | 0.46 CHF | 0.48 CHF | 119,005 | 50,000 | 101,465 | 50,000 | 52,761 CHF | 27,201 CHF | 89.22% | 89.22% |
13/11/2024 | 3.59% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 93,502 | 49,696 | 52,741 CHF | 29,214 CHF | 97.02% | 97.02% |
12/11/2024 | 2.81% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 74,333 | 50,000 | 53,508 CHF | 37,063 CHF | 100.00% | 100.00% |
11/11/2024 | 2.89% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 73,384 | 50,000 | 52,896 CHF | 37,141 CHF | 96.53% | 96.53% |
08/11/2024 | 3.04% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 81,503 | 50,000 | 52,762 CHF | 33,394 CHF | 92.92% | 92.92% |
07/11/2024 | 3.26% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 80,020 | 48,703 | 51,710 CHF | 32,499 CHF | 99.12% | 99.12% |