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% | 0.47 CHF | 0.48 CHF | 71,845 | 25,000 | 71,082 | 25,000 | 28,997 CHF | 10,576 CHF | 100.00% | 100.00% |
19/11/2024 | 3.52% | 0.44 CHF | 0.46 CHF | 71,174 | 25,000 | 71,515 | 25,000 | 33,041 CHF | 11,960 CHF | 100.00% | 100.00% |
18/11/2024 | 4.45% | 0.39 CHF | 0.40 CHF | 70,866 | 25,000 | 70,549 | 25,000 | 24,671 CHF | 9,130 CHF | 93.88% | 93.88% |
15/11/2024 | 4.86% | 0.28 CHF | 0.29 CHF | 69,899 | 25,000 | 70,117 | 25,000 | 21,144 CHF | 7,910 CHF | 100.00% | 100.00% |
14/11/2024 | 3.33% | 0.47 CHF | 0.48 CHF | 71,918 | 25,000 | 71,826 | 25,000 | 32,059 CHF | 11,532 CHF | 99.22% | 99.22% |
13/11/2024 | 2.90% | 0.50 CHF | 0.52 CHF | 72,044 | 25,000 | 71,969 | 24,942 | 36,116 CHF | 12,880 CHF | 99.36% | 99.36% |
12/11/2024 | 4.63% | 0.49 CHF | 0.51 CHF | 71,794 | 25,000 | 70,021 | 25,000 | 23,900 CHF | 8,916 CHF | 100.00% | 100.00% |
11/11/2024 | 5.25% | 0.23 CHF | 0.26 CHF | 68,667 | 25,000 | 68,881 | 25,000 | 17,783 CHF | 6,803 CHF | 51.87% | 100.00% |
08/11/2024 | 6.66% | 0.34 CHF | 0.37 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 4,643 CHF | 4,961 CHF | 86.95% | 86.95% |
07/11/2024 | 3.11% | 0.46 CHF | 0.47 CHF | 70,582 | 25,000 | 71,239 | 24,739 | 35,298 CHF | 12,588 CHF | 98.73% | 98.73% |