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 | 4.71% | 0.40 CHF | 0.42 CHF | 103,139 | 50,000 | 101,538 | 50,000 | 46,568 CHF | 24,040 CHF | 100.00% | 100.00% |
19/11/2024 | 4.59% | 0.41 CHF | 0.43 CHF | 102,238 | 50,000 | 101,650 | 50,000 | 44,926 CHF | 23,137 CHF | 100.00% | 100.00% |
18/11/2024 | 5.89% | 0.36 CHF | 0.38 CHF | 103,902 | 50,000 | 104,097 | 50,000 | 37,493 CHF | 19,102 CHF | 100.00% | 100.00% |
15/11/2024 | 5.86% | 0.37 CHF | 0.39 CHF | 104,000 | 50,000 | 104,219 | 50,000 | 37,942 CHF | 19,302 CHF | 100.00% | 100.00% |
14/11/2024 | 5.85% | 0.37 CHF | 0.39 CHF | 104,135 | 50,000 | 104,432 | 50,000 | 37,644 CHF | 19,110 CHF | 99.27% | 99.27% |
13/11/2024 | 6.80% | 0.34 CHF | 0.36 CHF | 104,389 | 50,000 | 104,829 | 49,435 | 33,024 CHF | 16,662 CHF | 99.40% | 99.40% |
12/11/2024 | 5.59% | 0.36 CHF | 0.39 CHF | 103,527 | 50,000 | 103,414 | 50,000 | 38,054 CHF | 19,457 CHF | 100.00% | 100.00% |
11/11/2024 | 6.21% | 0.33 CHF | 0.35 CHF | 104,031 | 50,000 | 104,127 | 50,000 | 33,914 CHF | 17,330 CHF | 100.00% | 100.00% |
08/11/2024 | 8.24% | 0.30 CHF | 0.32 CHF | 104,222 | 50,000 | 105,457 | 50,000 | 25,283 CHF | 13,011 CHF | 100.00% | 100.00% |
07/11/2024 | 9.04% | 0.20 CHF | 0.23 CHF | 106,429 | 50,000 | 106,028 | 48,722 | 24,396 CHF | 12,249 CHF | 98.89% | 98.89% |