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 | 1.89% | 0.47 CHF | 0.48 CHF | 80,281 | 20,000 | 79,476 | 20,000 | 41,766 CHF | 10,714 CHF | 100.00% | 100.00% |
19/11/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 79,629 | 20,000 | 80,029 | 20,000 | 37,827 CHF | 9,655 CHF | 100.00% | 100.00% |
18/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 80,072 | 20,000 | 80,343 | 20,000 | 38,371 CHF | 9,753 CHF | 100.00% | 100.00% |
15/11/2024 | 1.85% | 0.50 CHF | 0.51 CHF | 80,216 | 20,000 | 79,657 | 20,000 | 42,701 CHF | 10,924 CHF | 100.00% | 100.00% |
14/11/2024 | 1.77% | 0.62 CHF | 0.63 CHF | 78,478 | 20,000 | 79,390 | 20,000 | 44,483 CHF | 11,410 CHF | 99.44% | 99.44% |
13/11/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 80,327 | 20,000 | 80,368 | 19,804 | 36,589 CHF | 9,224 CHF | 98.88% | 98.88% |
12/11/2024 | 1.84% | 0.49 CHF | 0.50 CHF | 79,647 | 20,000 | 79,030 | 20,000 | 42,703 CHF | 11,009 CHF | 100.00% | 100.00% |
11/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 77,109 | 20,000 | 76,847 | 20,000 | 52,745 CHF | 13,927 CHF | 100.00% | 100.00% |
08/11/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 77,302 | 20,000 | 76,809 | 20,000 | 49,619 CHF | 13,123 CHF | 93.09% | 93.09% |
07/11/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 70,000 | 20,000 | 70,000 | 19,823 | 54,380 CHF | 15,603 CHF | 95.26% | 95.26% |