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 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 99,679 | 50,000 | 54,424 CHF | 27,802 CHF | 100.00% | 100.00% |
19/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,996 | 50,000 | 51,233 CHF | 25,872 CHF | 99.94% | 99.94% |
18/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,378 CHF | 26,689 CHF | 100.00% | 100.00% |
15/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,017 CHF | 27,009 CHF | 100.00% | 100.00% |
14/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 94,197 | 50,000 | 52,540 CHF | 28,407 CHF | 99.44% | 99.44% |
13/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,160 | 49,819 | 50,830 CHF | 28,589 CHF | 98.88% | 98.88% |
12/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,073 CHF | 29,985 CHF | 100.00% | 100.00% |
11/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 88,500 | 50,000 | 54,822 CHF | 31,484 CHF | 100.00% | 100.00% |
08/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 81,999 | 50,000 | 51,480 CHF | 31,901 CHF | 88.69% | 88.69% |
07/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,000 | 48,703 | 51,069 CHF | 31,589 CHF | 99.06% | 99.06% |