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 | 5.66% | 0.32 CHF | 0.34 CHF | 103,145 | 50,000 | 101,535 | 50,000 | 38,477 CHF | 20,053 CHF | 100.00% | 100.00% |
19/11/2024 | 5.60% | 0.33 CHF | 0.35 CHF | 102,238 | 50,000 | 101,649 | 50,000 | 36,808 CHF | 19,148 CHF | 100.00% | 100.00% |
18/11/2024 | 7.53% | 0.28 CHF | 0.30 CHF | 103,908 | 50,000 | 104,099 | 50,000 | 29,178 CHF | 15,112 CHF | 100.00% | 100.00% |
15/11/2024 | 7.31% | 0.29 CHF | 0.31 CHF | 104,000 | 50,000 | 104,218 | 50,000 | 29,683 CHF | 15,322 CHF | 100.00% | 100.00% |
14/11/2024 | 7.43% | 0.29 CHF | 0.31 CHF | 104,135 | 50,000 | 104,434 | 50,000 | 29,328 CHF | 15,126 CHF | 99.27% | 99.27% |
13/11/2024 | 8.99% | 0.26 CHF | 0.28 CHF | 104,389 | 50,000 | 104,829 | 49,435 | 24,684 CHF | 12,726 CHF | 99.40% | 99.40% |
12/11/2024 | 6.99% | 0.29 CHF | 0.31 CHF | 103,521 | 50,000 | 103,415 | 50,000 | 29,824 CHF | 15,464 CHF | 100.00% | 100.00% |
11/11/2024 | 8.31% | 0.25 CHF | 0.28 CHF | 104,001 | 50,000 | 104,131 | 50,000 | 25,612 CHF | 13,365 CHF | 100.00% | 100.00% |
08/11/2024 | 12.51% | 0.22 CHF | 0.24 CHF | 104,222 | 50,000 | 105,469 | 50,000 | 16,875 CHF | 9,039 CHF | 100.00% | 100.00% |
07/11/2024 | 13.57% | 0.13 CHF | 0.15 CHF | 106,386 | 50,000 | 106,029 | 48,722 | 15,950 CHF | 8,370 CHF | 98.89% | 98.89% |