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 | 2.94% | 0.59 CHF | 0.61 CHF | 90,000 | 75,000 | 89,858 | 75,000 | 53,042 CHF | 45,655 CHF | 100.00% | 100.00% |
19/11/2024 | 2.61% | 0.61 CHF | 0.63 CHF | 90,000 | 75,000 | 81,852 | 75,000 | 53,062 CHF | 49,963 CHF | 100.00% | 100.00% |
18/11/2024 | 2.95% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 72,535 | 43,766 | 52,927 CHF | 32,756 CHF | 88.43% | 88.43% |
15/11/2024 | 2.58% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 69,895 | 50,000 | 52,920 CHF | 38,856 CHF | 99.99% | 99.99% |
14/11/2024 | 2.94% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 56,939 | 50,000 | 54,761 CHF | 49,711 CHF | 99.52% | 99.52% |
13/11/2024 | 2.95% | 1.08 CHF | 1.11 CHF | 50,000 | 50,000 | 53,406 | 49,650 | 53,870 CHF | 51,711 CHF | 84.16% | 84.16% |
12/11/2024 | 2.52% | 1.16 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,686 CHF | 61,208 CHF | 100.00% | 100.00% |
11/11/2024 | 2.58% | 1.20 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,878 CHF | 61,439 CHF | 96.53% | 96.53% |
08/11/2024 | 2.66% | 1.15 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,760 CHF | 57,260 CHF | 92.92% | 92.92% |
07/11/2024 | 2.80% | 1.11 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 48,703 | 55,648 CHF | 55,733 CHF | 99.12% | 99.12% |