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 | 3.29% | 0.56 CHF | 0.58 CHF | 90,000 | 50,000 | 84,268 | 50,000 | 52,509 CHF | 32,255 CHF | 100.00% | 100.00% |
19/11/2024 | 3.39% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 89,377 | 50,000 | 54,375 CHF | 31,475 CHF | 100.00% | 100.00% |
18/11/2024 | 4.09% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,602 CHF | 27,400 CHF | 98.03% | 98.03% |
15/11/2024 | 3.87% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 99,926 | 50,000 | 52,977 CHF | 27,556 CHF | 100.00% | 100.00% |
14/11/2024 | 3.84% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 99,760 | 50,000 | 52,559 CHF | 27,377 CHF | 98.87% | 98.87% |
13/11/2024 | 4.38% | 0.50 CHF | 0.53 CHF | 100,000 | 50,000 | 104,748 | 49,380 | 50,163 CHF | 24,698 CHF | 90.65% | 90.65% |
12/11/2024 | 3.94% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 99,406 | 50,000 | 52,939 CHF | 27,705 CHF | 100.00% | 100.00% |
11/11/2024 | 4.19% | 0.50 CHF | 0.52 CHF | 104,275 | 50,000 | 103,027 | 50,000 | 50,328 CHF | 25,477 CHF | 59.99% | 59.99% |
08/11/2024 | 4.90% | 0.47 CHF | 0.49 CHF | 104,165 | 50,000 | 105,499 | 50,000 | 42,772 CHF | 21,295 CHF | 100.00% | 100.00% |
07/11/2024 | 5.33% | 0.37 CHF | 0.39 CHF | 106,363 | 50,000 | 106,078 | 48,722 | 42,046 CHF | 20,347 CHF | 98.89% | 98.89% |