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 | 1.87% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,013 CHF | 27,007 CHF | 100.00% | 100.00% |
19/11/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 99,825 | 50,000 | 52,178 CHF | 26,638 CHF | 100.00% | 100.00% |
18/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 90,111 | 50,000 | 51,120 CHF | 28,866 CHF | 100.00% | 100.00% |
15/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,652 CHF | 30,862 CHF | 100.00% | 100.00% |
14/11/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 93,371 | 50,000 | 53,191 CHF | 29,041 CHF | 99.44% | 99.44% |
13/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 96,235 | 49,519 | 53,245 CHF | 27,916 CHF | 98.88% | 98.88% |
12/11/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 90,260 | 50,000 | 51,933 CHF | 29,272 CHF | 100.00% | 100.00% |
11/11/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,340 CHF | 33,838 CHF | 100.00% | 100.00% |
08/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 79,993 | 25,000 | 53,767 CHF | 17,054 CHF | 100.00% | 100.00% |
07/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 24,740 | 55,516 CHF | 19,869 CHF | 99.06% | 99.06% |