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 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,495 CHF | 26,247 CHF | 100.00% | 100.00% |
19/11/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,456 CHF | 24,344 CHF | 99.94% | 99.94% |
18/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 106,687 | 50,000 | 52,561 CHF | 25,145 CHF | 100.00% | 100.00% |
15/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 103,333 | 50,000 | 51,428 CHF | 25,398 CHF | 100.00% | 100.00% |
14/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,736 CHF | 26,868 CHF | 99.44% | 99.44% |
13/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 49,819 | 53,228 CHF | 27,018 CHF | 98.88% | 98.88% |
12/11/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 91,391 | 50,000 | 51,041 CHF | 28,432 CHF | 100.00% | 100.00% |
11/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,978 CHF | 29,932 CHF | 100.00% | 100.00% |
08/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,780 CHF | 30,378 CHF | 88.69% | 88.69% |
07/11/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 48,703 | 54,653 CHF | 30,084 CHF | 99.06% | 99.06% |