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 | 4.02% | 0.74 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,523 CHF | 59,881 CHF | 100.00% | 100.00% |
19/11/2024 | 2.93% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 78,557 | 50,000 | 54,627 CHF | 35,850 CHF | 99.99% | 99.99% |
18/11/2024 | 3.21% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 76,365 | 63,971 | 54,408 CHF | 46,906 CHF | 100.00% | 100.00% |
15/11/2024 | 3.26% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 86,490 | 50,000 | 53,951 CHF | 32,302 CHF | 99.90% | 99.90% |
14/11/2024 | 3.14% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 81,087 | 50,000 | 52,758 CHF | 33,615 CHF | 65.79% | 65.79% |
13/11/2024 | 2.78% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 75,220 | 74,123 | 55,227 CHF | 55,951 CHF | 98.65% | 98.65% |
12/11/2024 | 2.96% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 78,964 | 50,000 | 54,732 CHF | 35,722 CHF | 96.80% | 96.80% |
11/11/2024 | 2.56% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 69,011 | 50,000 | 54,922 CHF | 40,856 CHF | 99.56% | 99.56% |
08/11/2024 | 2.69% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,270 CHF | 39,820 CHF | 99.41% | 99.41% |
07/11/2024 | 2.59% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 62,372 | 48,045 | 52,263 CHF | 41,359 CHF | 97.66% | 97.66% |