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 | 1.71% | 0.53 CHF | 0.54 CHF | 80,244 | 20,000 | 79,471 | 20,000 | 46,320 CHF | 11,860 CHF | 100.00% | 100.00% |
19/11/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 79,566 | 20,000 | 80,030 | 20,000 | 42,472 CHF | 10,815 CHF | 100.00% | 100.00% |
18/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 80,072 | 20,000 | 80,346 | 20,000 | 43,003 CHF | 10,906 CHF | 100.00% | 100.00% |
15/11/2024 | 1.67% | 0.56 CHF | 0.57 CHF | 80,189 | 20,000 | 79,658 | 20,000 | 47,323 CHF | 12,084 CHF | 100.00% | 100.00% |
14/11/2024 | 1.60% | 0.68 CHF | 0.69 CHF | 78,470 | 20,000 | 79,396 | 20,000 | 49,189 CHF | 12,595 CHF | 99.44% | 99.44% |
13/11/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 80,318 | 20,000 | 80,370 | 19,804 | 41,246 CHF | 10,371 CHF | 98.88% | 98.88% |
12/11/2024 | 1.66% | 0.55 CHF | 0.56 CHF | 79,692 | 20,000 | 79,024 | 20,000 | 47,220 CHF | 12,153 CHF | 100.00% | 100.00% |
11/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 70,000 | 20,000 | 70,065 | 20,000 | 52,166 CHF | 15,091 CHF | 74.68% | 74.68% |
08/11/2024 | 1.39% | 0.68 CHF | 0.69 CHF | 77,224 | 20,000 | 73,388 | 20,000 | 52,542 CHF | 14,555 CHF | 39.56% | 39.56% |
07/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70,000 | 20,000 | 64,688 | 19,351 | 53,845 CHF | 16,343 CHF | 99.06% | 99.06% |