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 | 2.15% | 0.46 CHF | 0.51 CHF | 110,000 | 10,000 | 100,000 | 10,000 | 51,398 CHF | 5,251 CHF | 14.13% | 100.00% |
19/11/2024 | 2.58% | 0.47 CHF | 0.48 CHF | 110,000 | 10,000 | 36,250 | 10,000 | 16,159 CHF | 4,542 CHF | 100.00% | 100.00% |
18/11/2024 | 3.12% | 0.45 CHF | 0.47 CHF | 30,000 | 10,000 | 26,692 | 8,897 | 12,437 CHF | 4,269 CHF | 100.00% | 100.00% |
15/11/2024 | 3.02% | 0.49 CHF | 0.50 CHF | 30,000 | 10,000 | 20,885 | 8,177 | 10,771 CHF | 4,291 CHF | 99.99% | 99.99% |
14/11/2024 | 2.51% | 0.48 CHF | 0.49 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 14,419 CHF | 4,929 CHF | 99.43% | 99.43% |
13/11/2024 | 2.49% | 0.52 CHF | 0.53 CHF | 30,000 | 10,000 | 29,812 | 9,937 | 14,078 CHF | 4,810 CHF | 98.87% | 98.87% |
12/11/2024 | 2.38% | 0.47 CHF | 0.48 CHF | 30,000 | 10,000 | 35,654 | 10,000 | 17,708 CHF | 5,061 CHF | 99.99% | 99.99% |
11/11/2024 | 2.00% | 0.55 CHF | 0.56 CHF | 5,000 | 10,000 | 29,999 | 10,000 | 17,264 CHF | 5,871 CHF | 83.59% | 100.00% |
08/11/2024 | 2.20% | 0.53 CHF | 0.54 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 16,021 CHF | 5,459 CHF | 100.00% | 100.00% |
07/11/2024 | 2.43% | 0.49 CHF | 0.51 CHF | 30,000 | 10,000 | 29,221 | 9,740 | 15,142 CHF | 5,168 CHF | 99.05% | 99.05% |