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 | 2.24% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 67,702 | 30,091 | 55,008 CHF | 25,497 CHF | 93.94% | 93.94% |
19/11/2024 | 2.67% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 79,642 | 29,798 | 54,434 CHF | 20,812 CHF | 99.67% | 99.67% |
18/11/2024 | 2.07% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 67,142 | 32,119 | 52,960 CHF | 25,147 CHF | 67.17% | 67.17% |
15/11/2024 | 1.55% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 50,706 | 29,796 | 59,174 CHF | 34,580 CHF | 99.67% | 99.67% |
14/11/2024 | 1.25% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 41,842 | 27,875 | 61,988 CHF | 41,401 CHF | 91.57% | 91.57% |
13/11/2024 | 1.15% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 42,186 | 29,229 | 65,272 CHF | 45,842 CHF | 97.11% | 97.11% |
12/11/2024 | 1.14% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 42,425 | 29,254 | 67,388 CHF | 46,680 CHF | 87.57% | 87.57% |
11/11/2024 | 1.10% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 41,122 | 28,846 | 67,565 CHF | 48,087 CHF | 97.48% | 97.48% |
08/11/2024 | 1.29% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 42,166 | 29,886 | 59,414 CHF | 43,101 CHF | 98.64% | 98.64% |
07/11/2024 | 1.41% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 49,982 | 29,934 | 59,200 CHF | 36,237 CHF | 97.63% | 97.63% |