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 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,816 CHF | 40,398 CHF | 100.00% | 100.00% |
19/11/2024 | 2.27% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 109,346 | 50,000 | 51,904 CHF | 24,310 CHF | 99.99% | 99.99% |
18/11/2024 | 2.63% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 105,266 | 63,971 | 51,619 CHF | 32,044 CHF | 100.00% | 100.00% |
15/11/2024 | 2.38% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 118,451 | 50,000 | 51,984 CHF | 22,513 CHF | 99.90% | 99.90% |
14/11/2024 | 2.61% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 111,173 | 48,156 | 49,204 CHF | 21,883 CHF | 97.31% | 97.31% |
13/11/2024 | 2.15% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,723 | 74,124 | 51,094 CHF | 38,417 CHF | 98.65% | 98.65% |
12/11/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 107,773 | 50,000 | 52,441 CHF | 24,913 CHF | 96.80% | 96.80% |
11/11/2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 96,127 | 50,000 | 53,600 CHF | 28,450 CHF | 99.56% | 99.56% |
08/11/2024 | 1.97% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 98,246 | 50,000 | 53,814 CHF | 27,945 CHF | 99.41% | 99.41% |
07/11/2024 | 2.10% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 85,252 | 47,981 | 50,414 CHF | 28,961 CHF | 97.83% | 97.83% |