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 | 2.04% | 0.50 CHF | 0.51 CHF | 109,271 | 50,000 | 109,785 | 50,000 | 53,184 CHF | 24,722 CHF | 53.19% | 53.19% |
19/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 111,085 | 50,000 | 50,373 CHF | 23,177 CHF | 52.64% | 52.64% |
18/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,003 | 50,000 | 51,581 CHF | 23,945 CHF | 98.61% | 98.61% |
15/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,242 CHF | 24,246 CHF | 100.00% | 100.00% |
14/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,354 CHF | 25,677 CHF | 99.44% | 99.44% |
13/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,023 | 49,803 | 50,808 CHF | 25,800 CHF | 90.67% | 90.67% |
12/11/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,270 CHF | 27,135 CHF | 100.00% | 100.00% |
11/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 90,055 | 50,000 | 50,760 CHF | 28,683 CHF | 100.00% | 100.00% |
08/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,470 CHF | 29,094 CHF | 88.69% | 88.69% |
07/11/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 48,703 | 52,261 CHF | 28,782 CHF | 99.06% | 99.06% |