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 | 2.46% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,093 CHF | 38,867 CHF | 14.13% | 89.78% |
19/11/2024 | 2.51% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 71,911 | 50,000 | 52,848 CHF | 37,718 CHF | 98.83% | 98.83% |
18/11/2024 | 3.34% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 80,187 | 44,435 | 52,708 CHF | 30,159 CHF | 99.09% | 99.09% |
15/11/2024 | 3.13% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 90,047 | 50,000 | 51,922 CHF | 29,750 CHF | 99.73% | 99.73% |
14/11/2024 | 3.35% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 99,814 | 50,000 | 51,733 CHF | 26,945 CHF | 97.08% | 97.08% |
13/11/2024 | 3.40% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 99,886 | 49,698 | 53,768 CHF | 27,673 CHF | 97.16% | 97.16% |
12/11/2024 | 3.28% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 93,606 | 50,000 | 52,411 CHF | 28,968 CHF | 98.02% | 98.02% |
11/11/2024 | 3.28% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 61,046 | 41,256 | 39,019 CHF | 27,196 CHF | 100.00% | 100.00% |
08/11/2024 | 3.91% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 115,937 | 50,000 | 52,806 CHF | 23,726 CHF | 100.00% | 100.00% |
07/11/2024 | 4.57% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 57,035 | 35,229 | 29,063 CHF | 18,458 CHF | 94.47% | 94.47% |