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 | 4.63% | 0.58 CHF | 0.61 CHF | 90,000 | 25,000 | 89,793 | 25,000 | 53,301 CHF | 15,547 CHF | 100.00% | 100.00% |
19/11/2024 | 2.58% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 82,182 | 25,000 | 53,313 CHF | 16,693 CHF | 100.00% | 100.00% |
18/11/2024 | 2.18% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 89,400 | 22,247 | 53,460 CHF | 13,667 CHF | 95.46% | 95.46% |
15/11/2024 | 2.42% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 63,213 | 20,444 | 37,008 CHF | 12,370 CHF | 100.00% | 100.00% |
14/11/2024 | 2.45% | 0.70 CHF | 0.72 CHF | 80,000 | 25,000 | 81,739 | 25,000 | 53,015 CHF | 16,644 CHF | 99.44% | 99.44% |
13/11/2024 | 2.18% | 0.78 CHF | 0.80 CHF | 70,000 | 25,000 | 96,066 | 24,829 | 52,588 CHF | 14,199 CHF | 93.85% | 93.85% |
12/11/2024 | 1.89% | 0.78 CHF | 0.81 CHF | 12,500 | 12,500 | 48,609 | 24,522 | 52,222 CHF | 26,776 CHF | 98.63% | 98.63% |
11/11/2024 | 1.63% | 1.20 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 60,307 CHF | 30,649 CHF | 93.97% | 93.97% |
08/11/2024 | 1.76% | 1.12 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,766 CHF | 27,870 CHF | 96.20% | 96.20% |
07/11/2024 | 1.78% | 1.10 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 24,221 | 56,453 CHF | 27,853 CHF | 99.06% | 99.06% |