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 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 96,320 | 50,000 | 53,284 CHF | 28,173 CHF | 100.00% | 100.00% |
19/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,137 | 50,000 | 51,506 CHF | 26,219 CHF | 99.94% | 99.94% |
18/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,223 CHF | 27,111 CHF | 100.00% | 100.00% |
15/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,594 CHF | 27,297 CHF | 100.00% | 100.00% |
14/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 50,870 CHF | 28,761 CHF | 99.44% | 99.44% |
13/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,021 | 49,819 | 51,384 CHF | 28,941 CHF | 98.88% | 98.88% |
12/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,641 CHF | 30,300 CHF | 100.00% | 100.00% |
11/11/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 84,109 | 50,000 | 52,671 CHF | 31,827 CHF | 100.00% | 100.00% |
08/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,668 | 50,000 | 51,344 CHF | 32,331 CHF | 88.69% | 88.69% |
07/11/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 48,703 | 51,469 CHF | 31,838 CHF | 99.06% | 99.06% |