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 | 8.56% | 0.53 CHF | 0.58 CHF | 100,000 | 50,000 | 90,815 | 50,000 | 53,583 CHF | 32,160 CHF | 100.00% | 100.00% |
19/11/2024 | 5.32% | 0.56 CHF | 0.59 CHF | 90,000 | 50,000 | 90,187 | 50,000 | 52,721 CHF | 30,834 CHF | 100.00% | 100.00% |
18/11/2024 | 6.62% | 0.51 CHF | 0.54 CHF | 100,000 | 50,000 | 101,311 | 46,882 | 51,161 CHF | 25,307 CHF | 89.05% | 89.05% |
15/11/2024 | 5.95% | 0.51 CHF | 0.54 CHF | 100,000 | 50,000 | 100,185 | 50,000 | 51,071 CHF | 27,052 CHF | 100.00% | 100.00% |
14/11/2024 | 5.95% | 0.51 CHF | 0.55 CHF | 100,000 | 50,000 | 100,589 | 50,000 | 51,059 CHF | 26,942 CHF | 96.31% | 96.31% |
13/11/2024 | 6.74% | 0.49 CHF | 0.52 CHF | 110,000 | 50,000 | 110,814 | 49,234 | 51,626 CHF | 24,533 CHF | 73.30% | 73.30% |
12/11/2024 | 5.88% | 0.51 CHF | 0.54 CHF | 100,000 | 50,000 | 100,355 | 50,000 | 51,622 CHF | 27,281 CHF | 100.00% | 100.00% |
11/11/2024 | 6.25% | 0.49 CHF | 0.52 CHF | 110,000 | 50,000 | 109,864 | 50,000 | 52,748 CHF | 25,555 CHF | 100.00% | 100.00% |
08/11/2024 | 6.52% | 0.46 CHF | 0.49 CHF | 116,566 | 50,000 | 123,462 | 50,000 | 48,290 CHF | 20,908 CHF | 67.18% | 67.18% |
07/11/2024 | 7.53% | 0.37 CHF | 0.40 CHF | 125,660 | 50,000 | 123,516 | 48,687 | 48,965 CHF | 20,794 CHF | 96.26% | 96.26% |