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 | 4.39% | 0.87 CHF | 0.90 CHF | 40,000 | 40,000 | 18,603 | 18,603 | 16,631 CHF | 17,314 CHF | 99.90% | 99.90% |
19/11/2024 | 4.49% | 0.85 CHF | 0.88 CHF | 50,000 | 50,000 | 25,979 | 25,979 | 21,523 CHF | 22,457 CHF | 100.00% | 100.00% |
18/11/2024 | 4.50% | 0.82 CHF | 0.85 CHF | 50,000 | 50,000 | 18,650 | 18,650 | 15,286 CHF | 15,927 CHF | 99.90% | 99.90% |
15/11/2024 | 4.70% | 0.83 CHF | 0.86 CHF | 50,000 | 50,000 | 26,003 | 26,003 | 20,786 CHF | 21,720 CHF | 99.90% | 99.90% |
14/11/2024 | 5.11% | 0.77 CHF | 0.80 CHF | 50,000 | 50,000 | 25,979 | 25,979 | 18,954 CHF | 19,887 CHF | 100.00% | 100.00% |
13/11/2024 | 5.21% | 0.75 CHF | 0.78 CHF | 50,000 | 50,000 | 26,046 | 26,046 | 18,852 CHF | 19,787 CHF | 98.89% | 98.89% |
12/11/2024 | 4.70% | 0.72 CHF | 0.75 CHF | 50,000 | 50,000 | 26,003 | 26,003 | 20,199 CHF | 21,134 CHF | 99.90% | 99.90% |
11/11/2024 | 8.07% | 0.86 CHF | 0.89 CHF | 50,000 | 50,000 | 8,606 | 8,606 | 7,510 CHF | 8,018 CHF | 99.88% | 99.88% |
08/11/2024 | 5.05% | 0.84 CHF | 0.87 CHF | 50,000 | 50,000 | 25,976 | 25,976 | 19,599 CHF | 20,533 CHF | 100.00% | 100.00% |
07/11/2024 | 5.07% | 0.74 CHF | 0.77 CHF | 50,000 | 50,000 | 26,004 | 26,004 | 19,075 CHF | 20,010 CHF | 99.90% | 99.90% |