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 | 4.62% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 94,064 | 30,089 | 52,800 CHF | 18,186 CHF | 93.97% | 93.97% |
19/11/2024 | 5.82% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 119,353 | 29,797 | 51,751 CHF | 13,592 CHF | 99.69% | 99.69% |
18/11/2024 | 4.16% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 99,092 | 32,115 | 52,952 CHF | 17,307 CHF | 67.20% | 67.20% |
15/11/2024 | 2.70% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 61,928 | 29,795 | 56,601 CHF | 27,298 CHF | 99.69% | 99.69% |
14/11/2024 | 2.05% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 43,585 | 27,873 | 53,667 CHF | 34,596 CHF | 91.60% | 91.60% |
13/11/2024 | 1.91% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 42,186 | 29,227 | 54,764 CHF | 38,732 CHF | 97.14% | 97.14% |
12/11/2024 | 1.87% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 42,424 | 29,251 | 56,851 CHF | 39,594 CHF | 87.59% | 87.59% |
11/11/2024 | 1.77% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 42,176 | 28,839 | 58,908 CHF | 41,120 CHF | 97.58% | 97.58% |
08/11/2024 | 2.26% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 29,885 | 57,831 CHF | 35,955 CHF | 98.66% | 98.66% |
07/11/2024 | 2.63% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 58,936 | 29,933 | 55,263 CHF | 29,105 CHF | 97.64% | 97.64% |