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 | 2.54% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 133,202 | 60,860 | 51,810 CHF | 23,846 CHF | 99.58% | 99.58% |
19/11/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 151,846 | 62,497 | 51,977 CHF | 21,835 CHF | 86.42% | 86.42% |
18/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 136,420 | 60,856 | 52,013 CHF | 23,833 CHF | 99.54% | 99.54% |
15/11/2024 | 2.11% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 111,672 | 60,521 | 52,501 CHF | 28,553 CHF | 98.34% | 98.34% |
14/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,199 | 60,743 | 51,172 CHF | 31,756 CHF | 99.26% | 99.26% |
13/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,535 | 60,868 | 50,881 CHF | 28,120 CHF | 96.48% | 96.48% |
12/11/2024 | 2.42% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 127,847 | 61,145 | 52,080 CHF | 25,733 CHF | 96.96% | 96.96% |
11/11/2024 | 10.52% | 0.38 CHF | 0.43 CHF | 10,000 | 10,000 | 6,090 | 6,090 | 2,728 CHF | 3,032 CHF | 99.11% | 99.11% |
08/11/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,337 | 60,851 | 51,944 CHF | 31,482 CHF | 99.58% | 99.58% |
07/11/2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 110,029 | 60,912 | 51,181 CHF | 29,114 CHF | 99.09% | 99.09% |