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% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 108,028 | 50,000 | 52,465 CHF | 24,797 CHF | 100.00% | 100.00% |
19/11/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 109,467 | 50,000 | 52,219 CHF | 24,358 CHF | 100.00% | 100.00% |
18/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,227 CHF | 26,614 CHF | 100.00% | 100.00% |
15/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 91,654 | 50,000 | 51,473 CHF | 28,593 CHF | 100.00% | 100.00% |
14/11/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,431 | 50,000 | 52,080 CHF | 26,772 CHF | 99.44% | 99.44% |
13/11/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,856 | 49,519 | 51,133 CHF | 25,607 CHF | 98.88% | 98.88% |
12/11/2024 | 1.87% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,987 CHF | 26,993 CHF | 100.00% | 100.00% |
11/11/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 85,970 | 50,000 | 53,330 CHF | 31,544 CHF | 100.00% | 100.00% |
08/11/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 84,839 | 25,000 | 53,227 CHF | 15,955 CHF | 100.00% | 100.00% |
07/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 70,000 | 24,740 | 52,429 CHF | 18,779 CHF | 99.06% | 99.06% |