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 | 1.61% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,998 | 50,000 | 55,095 CHF | 34,994 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 82,151 | 50,000 | 52,126 CHF | 32,429 CHF | 50.54% | 50.54% |
18/11/2024 | 1.74% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,139 | 50,000 | 52,474 CHF | 33,317 CHF | 89.65% | 89.65% |
15/11/2024 | 2.15% | 0.63 CHF | 0.64 CHF | 89,644 | 50,000 | 78,798 | 50,000 | 54,264 CHF | 35,208 CHF | 83.08% | 83.08% |
14/11/2024 | 2.16% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 73,366 | 50,000 | 52,603 CHF | 36,659 CHF | 99.52% | 99.52% |
13/11/2024 | 1.95% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 49,383 | 52,819 CHF | 37,982 CHF | 99.32% | 99.32% |
12/11/2024 | 1.44% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 65,872 | 50,000 | 54,445 CHF | 41,965 CHF | 100.00% | 100.00% |
11/11/2024 | 1.43% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,475 CHF | 40,919 CHF | 100.00% | 100.00% |
08/11/2024 | 1.78% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,598 CHF | 40,426 CHF | 100.00% | 100.00% |
07/11/2024 | 1.92% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,900 | 48,444 | 52,405 CHF | 36,476 CHF | 99.13% | 99.13% |