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 | 5.14% | 1.09 CHF | 1.08 CHF | 50,000 | 10,000 | 51,677 | 10,000 | 52,288 CHF | 10,660 CHF | 4.75% | 90.63% |
19/11/2024 | 5.90% | 0.87 CHF | 0.92 CHF | 60,000 | 10,000 | 64,634 | 10,000 | 53,500 CHF | 8,796 CHF | 92.22% | 92.22% |
18/11/2024 | 7.03% | 0.89 CHF | 0.94 CHF | 60,000 | 10,000 | 60,106 | 9,449 | 52,355 CHF | 8,818 CHF | 100.00% | 100.00% |
15/11/2024 | 5.38% | 0.90 CHF | 0.95 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 54,914 CHF | 9,658 CHF | 94.51% | 94.51% |
14/11/2024 | 5.10% | 0.96 CHF | 1.01 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 57,579 CHF | 10,099 CHF | 99.22% | 99.22% |
13/11/2024 | 5.81% | 0.87 CHF | 0.92 CHF | 60,000 | 10,000 | 60,383 | 9,966 | 51,464 CHF | 9,002 CHF | 74.89% | 74.89% |
12/11/2024 | 5.35% | 0.84 CHF | 0.89 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 55,103 CHF | 9,688 CHF | 100.00% | 100.00% |
11/11/2024 | 5.12% | 0.97 CHF | 1.02 CHF | 60,000 | 10,000 | 58,513 | 10,000 | 57,396 CHF | 10,332 CHF | 100.00% | 100.00% |
08/11/2024 | 5.43% | 1.00 CHF | 1.05 CHF | 59,154 | 10,000 | 55,811 | 10,000 | 55,345 CHF | 10,484 CHF | 50.74% | 50.74% |
07/11/2024 | 5.47% | 1.03 CHF | 1.08 CHF | 50,000 | 10,000 | 51,038 | 9,839 | 52,105 CHF | 10,621 CHF | 79.78% | 79.78% |