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 | 3.41% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 85,912 | 50,000 | 52,668 CHF | 31,775 CHF | 100.00% | 100.00% |
19/11/2024 | 3.45% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 89,735 | 50,000 | 53,730 CHF | 30,995 CHF | 100.00% | 100.00% |
18/11/2024 | 4.15% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,641 CHF | 26,915 CHF | 98.03% | 98.03% |
15/11/2024 | 3.97% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,030 CHF | 27,069 CHF | 100.00% | 100.00% |
14/11/2024 | 3.96% | 0.52 CHF | 0.55 CHF | 100,000 | 50,000 | 100,017 | 50,000 | 52,178 CHF | 27,138 CHF | 55.36% | 55.36% |
13/11/2024 | 4.47% | 0.49 CHF | 0.52 CHF | 104,376 | 50,000 | 104,861 | 49,435 | 49,385 CHF | 24,339 CHF | 99.40% | 99.40% |
12/11/2024 | 4.00% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 99,937 | 50,000 | 52,296 CHF | 27,232 CHF | 100.00% | 100.00% |
11/11/2024 | 4.21% | 0.50 CHF | 0.52 CHF | 104,113 | 50,000 | 104,064 | 50,000 | 50,064 CHF | 25,090 CHF | 75.91% | 75.91% |
08/11/2024 | 5.00% | 0.46 CHF | 0.48 CHF | 104,185 | 50,000 | 105,492 | 50,000 | 41,930 CHF | 20,898 CHF | 100.00% | 100.00% |
07/11/2024 | 5.45% | 0.36 CHF | 0.38 CHF | 106,352 | 50,000 | 106,103 | 48,764 | 41,118 CHF | 19,931 CHF | 98.71% | 98.71% |