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 | 4.27% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 106,424 | 50,000 | 51,657 CHF | 25,369 CHF | 100.00% | 100.00% |
19/11/2024 | 4.43% | 0.45 CHF | 0.48 CHF | 120,000 | 50,000 | 110,391 | 50,000 | 52,372 CHF | 24,806 CHF | 100.00% | 100.00% |
18/11/2024 | 6.09% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 121,613 | 44,486 | 51,749 CHF | 20,096 CHF | 100.00% | 100.00% |
15/11/2024 | 4.85% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,734 CHF | 22,628 CHF | 100.00% | 100.00% |
14/11/2024 | 4.79% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 120,124 | 50,000 | 51,832 CHF | 22,634 CHF | 99.27% | 99.27% |
13/11/2024 | 5.27% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 129,863 | 49,435 | 52,114 CHF | 20,907 CHF | 99.40% | 99.40% |
12/11/2024 | 4.62% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 119,602 | 50,000 | 52,587 CHF | 23,026 CHF | 100.00% | 100.00% |
11/11/2024 | 5.02% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 124,140 | 50,000 | 51,613 CHF | 21,870 CHF | 100.00% | 100.00% |
08/11/2024 | 5.46% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 143,097 | 50,000 | 51,888 CHF | 19,198 CHF | 100.00% | 100.00% |
07/11/2024 | 5.91% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 142,737 | 48,722 | 51,002 CHF | 18,460 CHF | 98.89% | 98.89% |