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 | 3.17% | 0.56 CHF | 0.58 CHF | 90,033 | 75,000 | 88,871 | 75,000 | 50,831 CHF | 44,336 CHF | 86.32% | 86.32% |
19/11/2024 | 2.88% | 0.60 CHF | 0.62 CHF | 88,402 | 75,000 | 83,001 | 75,000 | 53,313 CHF | 49,674 CHF | 81.19% | 81.19% |
18/11/2024 | 2.22% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 70,801 | 50,000 | 51,881 CHF | 37,477 CHF | 100.00% | 100.00% |
15/11/2024 | 2.64% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,925 | 50,000 | 53,148 CHF | 38,524 CHF | 99.99% | 99.99% |
14/11/2024 | 2.22% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 55,607 | 50,000 | 55,457 CHF | 51,217 CHF | 99.52% | 99.52% |
13/11/2024 | 1.88% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,744 | 49,597 | 54,844 CHF | 54,708 CHF | 73.18% | 73.18% |
12/11/2024 | 1.57% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,107 CHF | 64,107 CHF | 100.00% | 100.00% |
11/11/2024 | 1.57% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,387 CHF | 64,387 CHF | 96.53% | 96.53% |
08/11/2024 | 1.69% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,718 CHF | 59,718 CHF | 92.92% | 92.92% |
07/11/2024 | 1.79% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 48,703 | 58,836 CHF | 58,333 CHF | 99.12% | 99.12% |