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 | 5.70% | 0.57 CHF | 0.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,775 CHF | 32,575 CHF | 100.00% | 100.00% |
19/11/2024 | 4.55% | 0.62 CHF | 0.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 38,751 CHF | 40,551 CHF | 100.00% | 100.00% |
18/11/2024 | 4.86% | 0.56 CHF | 0.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,137 CHF | 37,937 CHF | 98.96% | 98.96% |
15/11/2024 | 5.43% | 0.61 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 32,326 CHF | 34,126 CHF | 100.00% | 100.00% |
14/11/2024 | 5.86% | 0.46 CHF | 0.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,874 CHF | 31,674 CHF | 100.00% | 100.00% |
13/11/2024 | 5.49% | 0.54 CHF | 0.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,908 CHF | 33,708 CHF | 99.87% | 99.87% |
12/11/2024 | 7.18% | 0.44 CHF | 0.47 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 24,178 CHF | 25,978 CHF | 100.00% | 100.00% |
11/11/2024 | 7.32% | 0.36 CHF | 0.39 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 23,827 CHF | 25,627 CHF | 100.00% | 100.00% |
08/11/2024 | 5.76% | 0.50 CHF | 0.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,339 CHF | 32,139 CHF | 100.00% | 100.00% |
07/11/2024 | 5.58% | 0.51 CHF | 0.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,371 CHF | 33,171 CHF | 99.68% | 99.68% |