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 | 1.28% | 0.74 CHF | 0.75 CHF | 40,000 | 40,000 | 39,997 | 39,997 | 31,015 CHF | 31,415 CHF | 99.43% | 99.43% |
19/11/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 29,362 CHF | 29,762 CHF | 100.00% | 100.00% |
18/11/2024 | 1.72% | 0.66 CHF | 0.67 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 23,195 CHF | 23,595 CHF | 99.88% | 99.88% |
15/11/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,581 CHF | 22,081 CHF | 100.00% | 100.00% |
14/11/2024 | 2.88% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,578 CHF | 18,078 CHF | 98.67% | 98.67% |
13/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,739 CHF | 21,239 CHF | 100.00% | 100.00% |
12/11/2024 | 2.22% | 0.39 CHF | 0.40 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 17,930 CHF | 18,330 CHF | 99.87% | 99.87% |
11/11/2024 | 1.72% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,836 CHF | 29,336 CHF | 100.00% | 100.00% |
08/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,186 CHF | 15,686 CHF | 98.31% | 98.31% |
07/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,655 CHF | 19,155 CHF | 100.00% | 100.00% |