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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 109,496 | 75,000 | 52,946 CHF | 37,054 CHF | 100.00% | 100.00% |
20/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 119,059 | 75,000 | 52,679 CHF | 33,954 CHF | 100.00% | 100.00% |
19/11/2024 | 2.50% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 129,391 | 75,000 | 51,918 CHF | 30,888 CHF | 97.59% | 97.59% |
18/11/2024 | 3.01% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,547 | 63,966 | 52,459 CHF | 26,147 CHF | 99.94% | 99.94% |
15/11/2024 | 2.04% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 94,401 | 50,000 | 52,731 CHF | 28,794 CHF | 78.41% | 78.41% |
14/11/2024 | 1.51% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 71,113 | 50,000 | 52,223 CHF | 37,297 CHF | 99.44% | 99.44% |
13/11/2024 | 1.57% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 77,099 | 49,818 | 54,228 CHF | 35,635 CHF | 98.88% | 98.88% |
12/11/2024 | 1.45% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,577 | 50,000 | 52,888 CHF | 38,035 CHF | 87.66% | 87.66% |
11/11/2024 | 1.49% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 71,383 | 50,000 | 51,995 CHF | 36,993 CHF | 98.45% | 98.45% |
08/11/2024 | 1.57% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,928 CHF | 34,239 CHF | 100.00% | 100.00% |