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 | 4.42% | 0.66 CHF | 0.69 CHF | 50,000 | 50,000 | 49,980 | 49,980 | 33,246 CHF | 34,746 CHF | 99.67% | 99.67% |
19/11/2024 | 3.99% | 0.70 CHF | 0.73 CHF | 50,000 | 50,000 | 49,975 | 49,975 | 36,927 CHF | 38,427 CHF | 99.78% | 99.78% |
18/11/2024 | 3.60% | 0.79 CHF | 0.82 CHF | 50,000 | 50,000 | 49,995 | 49,995 | 40,924 CHF | 42,424 CHF | 98.44% | 98.44% |
15/11/2024 | 3.54% | 0.85 CHF | 0.88 CHF | 50,000 | 50,000 | 49,980 | 49,980 | 41,703 CHF | 43,203 CHF | 97.29% | 97.29% |
14/11/2024 | 2.77% | 1.00 CHF | 1.03 CHF | 40,000 | 40,000 | 39,884 | 39,884 | 42,952 CHF | 44,152 CHF | 96.94% | 96.94% |
13/11/2024 | 6.05% | 1.21 CHF | 1.24 CHF | 40,000 | 40,000 | 15,423 | 15,423 | 18,001 CHF | 18,628 CHF | 96.36% | 96.36% |
12/11/2024 | 2.22% | 1.29 CHF | 1.32 CHF | 40,000 | 40,000 | 39,969 | 39,969 | 53,415 CHF | 54,615 CHF | 99.00% | 99.00% |
11/11/2024 | 2.21% | 1.35 CHF | 1.38 CHF | 40,000 | 40,000 | 39,967 | 39,967 | 53,732 CHF | 54,932 CHF | 99.84% | 99.84% |
08/11/2024 | 2.37% | 1.30 CHF | 1.33 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 50,057 CHF | 51,257 CHF | 98.72% | 98.72% |
07/11/2024 | 2.37% | 1.25 CHF | 1.28 CHF | 40,000 | 40,000 | 39,993 | 39,993 | 50,085 CHF | 51,285 CHF | 99.15% | 99.15% |