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 | 3.75% | 0.50 CHF | 0.53 CHF | 102,752 | 50,000 | 95,444 | 50,000 | 52,153 CHF | 28,408 CHF | 94.41% | 94.41% |
19/11/2024 | 3.88% | 0.50 CHF | 0.52 CHF | 102,368 | 50,000 | 100,069 | 50,000 | 53,087 CHF | 27,575 CHF | 62.37% | 62.37% |
18/11/2024 | 4.80% | 0.45 CHF | 0.47 CHF | 103,925 | 50,000 | 104,108 | 50,000 | 46,377 CHF | 23,369 CHF | 100.00% | 100.00% |
15/11/2024 | 4.59% | 0.45 CHF | 0.47 CHF | 104,139 | 50,000 | 104,239 | 50,000 | 46,903 CHF | 23,556 CHF | 100.00% | 100.00% |
14/11/2024 | 4.55% | 0.45 CHF | 0.47 CHF | 104,057 | 50,000 | 104,468 | 50,000 | 46,668 CHF | 23,376 CHF | 99.27% | 99.27% |
13/11/2024 | 5.14% | 0.42 CHF | 0.44 CHF | 104,532 | 50,000 | 104,852 | 49,435 | 41,985 CHF | 20,831 CHF | 99.40% | 99.40% |
12/11/2024 | 4.52% | 0.45 CHF | 0.47 CHF | 103,600 | 50,000 | 103,436 | 50,000 | 46,824 CHF | 23,681 CHF | 100.00% | 100.00% |
11/11/2024 | 4.85% | 0.42 CHF | 0.44 CHF | 103,996 | 50,000 | 104,126 | 50,000 | 42,879 CHF | 21,615 CHF | 100.00% | 100.00% |
08/11/2024 | 6.17% | 0.38 CHF | 0.41 CHF | 104,165 | 50,000 | 105,495 | 50,000 | 34,304 CHF | 17,295 CHF | 100.00% | 100.00% |
07/11/2024 | 6.66% | 0.29 CHF | 0.31 CHF | 106,363 | 50,000 | 106,078 | 48,722 | 33,527 CHF | 16,438 CHF | 98.89% | 98.89% |