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 | 2.51% | 0.44 CHF | 0.45 CHF | 119,954 | 50,000 | 112,653 | 50,000 | 51,658 CHF | 23,528 CHF | 95.80% | 95.80% |
19/11/2024 | 3.40% | 0.44 CHF | 0.45 CHF | 118,451 | 50,000 | 118,497 | 50,000 | 51,960 CHF | 22,689 CHF | 60.52% | 60.52% |
18/11/2024 | 3.85% | 0.46 CHF | 0.47 CHF | 117,431 | 50,000 | 113,330 | 39,633 | 51,828 CHF | 18,683 CHF | 63.82% | 63.82% |
15/11/2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 108,880 | 50,000 | 52,198 CHF | 24,515 CHF | 100.00% | 100.00% |
14/11/2024 | 2.65% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 108,463 | 50,000 | 53,035 CHF | 25,116 CHF | 99.27% | 99.27% |
13/11/2024 | 2.53% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 108,169 | 49,375 | 51,334 CHF | 24,058 CHF | 99.40% | 99.40% |
12/11/2024 | 2.28% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 100,046 | 50,000 | 52,033 CHF | 26,603 CHF | 100.00% | 100.00% |
11/11/2024 | 2.31% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,484 | 50,000 | 54,467 CHF | 28,019 CHF | 100.00% | 100.00% |
08/11/2024 | 2.88% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 105,944 | 50,000 | 52,284 CHF | 25,409 CHF | 94.85% | 94.85% |
07/11/2024 | 2.62% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 101,006 | 48,743 | 50,749 CHF | 25,166 CHF | 99.06% | 99.06% |