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 | 2.80% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 80,907 | 30,091 | 52,383 CHF | 20,558 CHF | 93.95% | 93.95% |
19/11/2024 | 3.50% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 101,047 | 29,798 | 52,451 CHF | 15,924 CHF | 99.67% | 99.67% |
18/11/2024 | 2.71% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 85,792 | 32,119 | 53,446 CHF | 19,895 CHF | 67.17% | 67.17% |
15/11/2024 | 1.74% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 53,233 | 29,796 | 53,052 CHF | 29,659 CHF | 99.67% | 99.67% |
14/11/2024 | 1.42% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 41,842 | 27,875 | 55,119 CHF | 36,831 CHF | 91.58% | 91.58% |
13/11/2024 | 1.28% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 42,175 | 29,132 | 58,336 CHF | 40,901 CHF | 97.61% | 97.61% |
12/11/2024 | 1.26% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 42,425 | 29,254 | 60,467 CHF | 41,908 CHF | 87.57% | 87.57% |
11/11/2024 | 1.23% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 42,178 | 28,845 | 62,469 CHF | 43,400 CHF | 97.49% | 97.49% |
08/11/2024 | 1.50% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 29,886 | 62,081 CHF | 38,296 CHF | 98.64% | 98.64% |
07/11/2024 | 1.82% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 51,119 | 29,934 | 52,116 CHF | 31,395 CHF | 97.63% | 97.63% |