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 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 96,779 | 50,000 | 53,350 CHF | 28,149 CHF | 100.00% | 100.00% |
19/11/2024 | 2.08% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,314 | 50,000 | 51,614 CHF | 26,271 CHF | 100.00% | 100.00% |
18/11/2024 | 2.02% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,439 | 50,000 | 54,217 CHF | 27,821 CHF | 100.00% | 100.00% |
15/11/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,306 | 50,000 | 53,247 CHF | 26,864 CHF | 100.00% | 100.00% |
14/11/2024 | 1.96% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 93,561 | 50,000 | 52,080 CHF | 28,400 CHF | 99.52% | 99.52% |
13/11/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 96,789 | 49,700 | 52,865 CHF | 27,717 CHF | 98.35% | 98.35% |
12/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,923 | 50,000 | 54,463 CHF | 30,806 CHF | 99.93% | 99.93% |
11/11/2024 | 1.60% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,509 CHF | 33,349 CHF | 100.00% | 100.00% |
08/11/2024 | 1.86% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,745 CHF | 30,419 CHF | 100.00% | 100.00% |
07/11/2024 | 1.90% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 89,636 | 48,695 | 53,993 CHF | 29,904 CHF | 98.50% | 98.50% |