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 | 4.18% | 0.44 CHF | 0.46 CHF | 103,139 | 50,000 | 100,930 | 50,000 | 50,331 CHF | 26,010 CHF | 74.67% | 74.67% |
19/11/2024 | 4.53% | 0.46 CHF | 0.48 CHF | 102,238 | 50,000 | 101,899 | 50,000 | 48,870 CHF | 25,093 CHF | 18.33% | 18.33% |
18/11/2024 | 5.16% | 0.41 CHF | 0.43 CHF | 103,779 | 50,000 | 104,124 | 50,000 | 42,064 CHF | 21,269 CHF | 100.00% | 100.00% |
15/11/2024 | 5.09% | 0.41 CHF | 0.43 CHF | 104,050 | 50,000 | 104,189 | 50,000 | 42,567 CHF | 21,494 CHF | 100.00% | 100.00% |
14/11/2024 | 5.01% | 0.41 CHF | 0.43 CHF | 104,274 | 50,000 | 104,445 | 50,000 | 42,373 CHF | 21,329 CHF | 99.27% | 99.27% |
13/11/2024 | 5.88% | 0.38 CHF | 0.40 CHF | 104,488 | 50,000 | 104,848 | 49,435 | 37,617 CHF | 18,803 CHF | 99.40% | 99.40% |
12/11/2024 | 5.00% | 0.41 CHF | 0.43 CHF | 103,600 | 50,000 | 103,411 | 50,000 | 42,516 CHF | 21,612 CHF | 100.00% | 100.00% |
11/11/2024 | 5.47% | 0.38 CHF | 0.40 CHF | 104,080 | 50,000 | 104,131 | 50,000 | 38,512 CHF | 19,533 CHF | 100.00% | 100.00% |
08/11/2024 | 6.95% | 0.34 CHF | 0.36 CHF | 104,140 | 50,000 | 105,468 | 50,000 | 29,956 CHF | 15,223 CHF | 100.00% | 100.00% |
07/11/2024 | 7.92% | 0.25 CHF | 0.27 CHF | 106,312 | 50,000 | 106,055 | 48,722 | 29,015 CHF | 14,404 CHF | 98.89% | 98.89% |