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 | 2.16% | 0.43 CHF | 0.44 CHF | 60,000 | 60,000 | 52,219 | 52,219 | 23,909 CHF | 24,431 CHF | 99.44% | 99.44% |
19/11/2024 | 2.89% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,060 CHF | 17,560 CHF | 99.94% | 99.94% |
18/11/2024 | 2.13% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 49,996 | 49,996 | 23,353 CHF | 23,853 CHF | 99.32% | 99.32% |
15/11/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,391 CHF | 24,891 CHF | 100.00% | 100.00% |
14/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,184 CHF | 24,684 CHF | 98.50% | 98.50% |
13/11/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,051 CHF | 23,551 CHF | 100.00% | 100.00% |
12/11/2024 | 1.88% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 49,788 | 49,788 | 26,241 CHF | 26,739 CHF | 99.88% | 99.88% |
11/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 25,140 CHF | 25,540 CHF | 100.00% | 100.00% |
08/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 24,334 CHF | 24,734 CHF | 98.31% | 98.31% |
07/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 49,917 | 49,917 | 33,881 CHF | 34,380 CHF | 100.00% | 100.00% |