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 | 4.76% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 135,362 | 30,091 | 51,842 CHF | 12,663 CHF | 93.95% | 93.95% |
19/11/2024 | 6.87% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 199,094 | 29,798 | 50,917 CHF | 8,122 CHF | 99.67% | 99.67% |
18/11/2024 | 4.62% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 149,614 | 32,119 | 51,869 CHF | 11,474 CHF | 67.17% | 67.17% |
15/11/2024 | 2.43% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 74,191 | 29,796 | 54,419 CHF | 21,845 CHF | 99.67% | 99.67% |
14/11/2024 | 1.67% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 51,591 | 27,875 | 54,489 CHF | 29,493 CHF | 91.58% | 91.58% |
13/11/2024 | 1.58% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 29,133 | 55,981 CHF | 33,278 CHF | 97.61% | 97.61% |
12/11/2024 | 1.53% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 29,254 | 58,329 CHF | 34,270 CHF | 87.57% | 87.57% |
11/11/2024 | 1.51% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 49,585 | 28,845 | 60,368 CHF | 35,895 CHF | 97.49% | 97.49% |
08/11/2024 | 1.88% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 57,880 | 29,886 | 56,691 CHF | 30,591 CHF | 98.64% | 98.64% |
07/11/2024 | 2.26% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 70,397 | 29,934 | 53,619 CHF | 23,643 CHF | 97.63% | 97.63% |