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 | 1.90% | 0.50 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,268 CHF | 26,634 CHF | 14.13% | 100.00% |
19/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,221 | 50,000 | 51,010 CHF | 25,951 CHF | 95.85% | 95.85% |
18/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,294 CHF | 26,147 CHF | 99.57% | 99.57% |
15/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,599 CHF | 27,299 CHF | 100.00% | 100.00% |
14/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 54,675 CHF | 27,838 CHF | 99.44% | 99.44% |
13/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 96,849 | 49,878 | 53,484 CHF | 28,067 CHF | 94.79% | 94.79% |
12/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,446 CHF | 29,637 CHF | 100.00% | 100.00% |
11/11/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,176 CHF | 30,598 CHF | 94.79% | 94.79% |
08/11/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,274 | 50,000 | 53,518 CHF | 30,486 CHF | 100.00% | 100.00% |
07/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 81,596 | 48,444 | 51,351 CHF | 30,986 CHF | 99.06% | 99.06% |