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 | 3.68% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 90,820 | 50,000 | 52,222 CHF | 29,844 CHF | 100.00% | 100.00% |
19/11/2024 | 3.79% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 91,919 | 50,000 | 51,854 CHF | 29,313 CHF | 100.00% | 100.00% |
18/11/2024 | 4.86% | 0.52 CHF | 0.55 CHF | 100,000 | 50,000 | 100,023 | 44,486 | 52,042 CHF | 24,274 CHF | 100.00% | 100.00% |
15/11/2024 | 4.15% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,564 CHF | 27,395 CHF | 100.00% | 100.00% |
14/11/2024 | 3.89% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,526 CHF | 27,306 CHF | 99.27% | 99.27% |
13/11/2024 | 4.15% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 103,240 | 49,435 | 51,297 CHF | 25,611 CHF | 99.40% | 99.40% |
12/11/2024 | 3.85% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 99,747 | 50,000 | 53,161 CHF | 27,696 CHF | 100.00% | 100.00% |
11/11/2024 | 4.14% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,393 CHF | 26,781 CHF | 100.00% | 100.00% |
08/11/2024 | 4.25% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 113,538 | 50,000 | 52,482 CHF | 24,172 CHF | 100.00% | 100.00% |
07/11/2024 | 4.61% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 113,076 | 48,722 | 51,607 CHF | 23,281 CHF | 98.89% | 98.89% |