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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.28% | 1.02 CHF | 1.04 CHF | 50,000 | 20,000 | 54,689 | 20,000 | 54,467 CHF | 20,401 CHF | 76.15% | 76.15% |
22/11/2024 | 2.42% | 0.97 CHF | 1.00 CHF | 58,851 | 20,000 | 59,612 | 20,000 | 56,519 CHF | 19,429 CHF | 100.00% | 100.00% |
20/11/2024 | 2.56% | 0.85 CHF | 0.88 CHF | 60,000 | 20,000 | 59,951 | 20,000 | 54,024 CHF | 18,492 CHF | 100.00% | 100.00% |
19/11/2024 | 2.60% | 0.86 CHF | 0.89 CHF | 60,000 | 20,000 | 60,547 | 20,000 | 52,121 CHF | 17,677 CHF | 56.26% | 56.26% |
18/11/2024 | 3.22% | 0.87 CHF | 0.89 CHF | 60,000 | 20,000 | 60,306 | 17,077 | 51,340 CHF | 15,009 CHF | 94.33% | 94.33% |
15/11/2024 | 2.46% | 0.89 CHF | 0.92 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 54,422 CHF | 18,594 CHF | 100.00% | 100.00% |
14/11/2024 | 2.32% | 0.95 CHF | 0.98 CHF | 59,734 | 20,000 | 59,942 | 20,000 | 56,238 CHF | 19,204 CHF | 99.22% | 99.22% |
13/11/2024 | 2.63% | 0.89 CHF | 0.92 CHF | 60,000 | 20,000 | 60,071 | 19,727 | 52,105 CHF | 17,572 CHF | 90.78% | 90.78% |
12/11/2024 | 2.34% | 0.89 CHF | 0.91 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 55,279 CHF | 18,862 CHF | 100.00% | 100.00% |
11/11/2024 | 2.14% | 1.00 CHF | 1.02 CHF | 57,880 | 20,000 | 50,009 | 20,000 | 51,606 CHF | 21,085 CHF | 78.26% | 78.26% |