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 | 5.82% | 0.28 CHF | 0.30 CHF | 180,700 | 75,000 | 169,027 | 75,000 | 48,863 CHF | 23,045 CHF | 60.85% | 60.85% |
19/11/2024 | 5.08% | 0.31 CHF | 0.32 CHF | 163,116 | 75,000 | 155,439 | 75,000 | 50,638 CHF | 25,748 CHF | 60.08% | 60.08% |
18/11/2024 | 5.46% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 120,932 | 44,487 | 47,257 CHF | 18,308 CHF | 100.00% | 100.00% |
15/11/2024 | 4.44% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 124,672 | 50,000 | 52,344 CHF | 22,007 CHF | 99.99% | 99.99% |
14/11/2024 | 3.41% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 90,329 | 50,000 | 52,791 CHF | 30,378 CHF | 99.52% | 99.52% |
13/11/2024 | 3.18% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 85,028 | 49,696 | 53,612 CHF | 32,458 CHF | 97.04% | 97.04% |
12/11/2024 | 2.65% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,585 CHF | 40,036 CHF | 100.00% | 100.00% |
11/11/2024 | 2.73% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,755 CHF | 40,194 CHF | 96.53% | 96.53% |
08/11/2024 | 2.80% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 75,688 | 50,000 | 53,681 CHF | 36,520 CHF | 92.92% | 92.92% |
07/11/2024 | 3.15% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 78,273 | 48,703 | 55,523 CHF | 35,652 CHF | 99.12% | 99.12% |