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 | 2.02% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 107,265 | 50,000 | 52,643 CHF | 25,063 CHF | 100.00% | 100.00% |
19/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 104,467 | 50,000 | 51,335 CHF | 25,097 CHF | 99.40% | 99.40% |
18/11/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 102,595 | 50,000 | 51,629 CHF | 25,681 CHF | 100.00% | 100.00% |
15/11/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,673 CHF | 27,337 CHF | 100.00% | 100.00% |
14/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,274 CHF | 26,637 CHF | 99.52% | 99.52% |
13/11/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 49,704 | 52,427 CHF | 26,557 CHF | 99.32% | 99.32% |
12/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,043 | 50,000 | 51,191 CHF | 23,760 CHF | 100.00% | 100.00% |
11/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 114,620 | 50,000 | 114,098 | 50,000 | 50,901 CHF | 22,809 CHF | 100.00% | 100.00% |
08/11/2024 | 2.01% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 104,622 | 50,000 | 51,406 CHF | 25,110 CHF | 100.00% | 100.00% |
07/11/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 102,222 | 48,703 | 51,024 CHF | 24,819 CHF | 99.13% | 99.13% |