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 | 3.92% | 0.47 CHF | 0.49 CHF | 103,139 | 50,000 | 99,217 | 50,000 | 52,771 CHF | 27,676 CHF | 100.00% | 100.00% |
19/11/2024 | 4.34% | 0.49 CHF | 0.51 CHF | 102,238 | 50,000 | 100,146 | 50,000 | 51,823 CHF | 27,023 CHF | 60.07% | 60.07% |
18/11/2024 | 4.76% | 0.44 CHF | 0.46 CHF | 103,760 | 50,000 | 104,115 | 50,000 | 45,174 CHF | 22,753 CHF | 100.00% | 100.00% |
15/11/2024 | 4.77% | 0.44 CHF | 0.46 CHF | 104,044 | 50,000 | 104,188 | 50,000 | 45,640 CHF | 22,974 CHF | 100.00% | 100.00% |
14/11/2024 | 4.64% | 0.44 CHF | 0.46 CHF | 104,274 | 50,000 | 104,444 | 50,000 | 45,506 CHF | 22,822 CHF | 99.27% | 99.27% |
13/11/2024 | 5.42% | 0.41 CHF | 0.43 CHF | 104,488 | 50,000 | 104,843 | 49,435 | 40,738 CHF | 20,270 CHF | 99.40% | 99.40% |
12/11/2024 | 4.67% | 0.44 CHF | 0.46 CHF | 103,600 | 50,000 | 103,422 | 50,000 | 45,596 CHF | 23,098 CHF | 100.00% | 100.00% |
11/11/2024 | 5.17% | 0.41 CHF | 0.43 CHF | 104,087 | 50,000 | 104,142 | 50,000 | 41,694 CHF | 21,080 CHF | 100.00% | 100.00% |
08/11/2024 | 6.34% | 0.37 CHF | 0.40 CHF | 104,165 | 50,000 | 105,492 | 50,000 | 33,230 CHF | 16,782 CHF | 100.00% | 100.00% |
07/11/2024 | 6.99% | 0.28 CHF | 0.30 CHF | 106,312 | 50,000 | 106,058 | 48,764 | 32,304 CHF | 15,906 CHF | 98.71% | 98.71% |