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 | 5.20% | 0.19 CHF | 0.20 CHF | 109,154 | 50,000 | 109,471 | 50,000 | 20,540 CHF | 9,882 CHF | 100.00% | 100.00% |
19/11/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 111,300 | 50,000 | 111,812 | 50,000 | 16,865 CHF | 8,043 CHF | 99.94% | 99.94% |
18/11/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 111,136 | 50,000 | 111,154 | 50,000 | 18,626 CHF | 8,880 CHF | 99.64% | 99.64% |
15/11/2024 | 5.60% | 0.16 CHF | 0.17 CHF | 111,627 | 50,000 | 111,030 | 50,000 | 19,305 CHF | 9,195 CHF | 100.00% | 100.00% |
14/11/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 109,074 | 50,000 | 109,163 | 50,000 | 21,882 CHF | 10,524 CHF | 99.44% | 99.44% |
13/11/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 108,296 | 50,000 | 108,143 | 49,819 | 22,297 CHF | 10,770 CHF | 98.88% | 98.88% |
12/11/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 107,234 | 50,000 | 106,251 | 50,000 | 24,604 CHF | 12,078 CHF | 100.00% | 100.00% |
11/11/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 104,949 | 50,000 | 104,165 | 50,000 | 27,145 CHF | 13,531 CHF | 100.00% | 100.00% |
08/11/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 103,601 | 50,000 | 102,881 | 50,000 | 27,789 CHF | 14,007 CHF | 88.69% | 88.69% |
07/11/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 102,563 | 50,000 | 102,689 | 48,703 | 28,767 CHF | 14,138 CHF | 99.06% | 99.06% |