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 | 8.42% | 0.57 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,518 CHF | 31,018 CHF | 100.00% | 100.00% |
19/11/2024 | 7.43% | 0.58 CHF | 0.63 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 26,024 CHF | 28,024 CHF | 99.85% | 99.85% |
18/11/2024 | 6.29% | 0.74 CHF | 0.79 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 30,823 CHF | 32,823 CHF | 100.00% | 100.00% |
15/11/2024 | 6.16% | 0.81 CHF | 0.86 CHF | 40,000 | 40,000 | 38,109 | 38,109 | 29,930 CHF | 31,835 CHF | 100.00% | 100.00% |
14/11/2024 | 4.29% | 1.03 CHF | 1.08 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,412 CHF | 35,912 CHF | 100.00% | 100.00% |
13/11/2024 | 9.15% | 1.35 CHF | 1.40 CHF | 30,000 | 30,000 | 11,764 | 11,764 | 15,042 CHF | 15,832 CHF | 99.37% | 99.37% |
12/11/2024 | 3.16% | 1.52 CHF | 1.57 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 47,434 CHF | 48,957 CHF | 99.85% | 99.85% |
11/11/2024 | 3.18% | 1.60 CHF | 1.65 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 47,783 CHF | 49,328 CHF | 100.00% | 100.00% |
08/11/2024 | 3.40% | 1.52 CHF | 1.57 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 43,443 CHF | 44,943 CHF | 98.88% | 98.88% |
07/11/2024 | 3.40% | 1.45 CHF | 1.50 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 43,343 CHF | 44,843 CHF | 100.00% | 100.00% |