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 | 3.73% | 0.43 CHF | 0.44 CHF | 89,573 | 75,000 | 89,425 | 75,000 | 38,462 CHF | 33,492 CHF | 100.00% | 100.00% |
19/11/2024 | 3.91% | 0.46 CHF | 0.48 CHF | 88,402 | 75,000 | 87,338 | 75,000 | 43,886 CHF | 39,204 CHF | 100.00% | 100.00% |
18/11/2024 | 3.14% | 0.56 CHF | 0.58 CHF | 86,180 | 50,000 | 85,680 | 50,000 | 50,508 CHF | 30,417 CHF | 100.00% | 100.00% |
15/11/2024 | 3.19% | 0.62 CHF | 0.64 CHF | 85,151 | 50,000 | 83,929 | 50,000 | 51,874 CHF | 31,962 CHF | 65.66% | 65.66% |
14/11/2024 | 2.58% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 64,327 | 50,000 | 55,033 CHF | 44,096 CHF | 99.52% | 99.52% |
13/11/2024 | 2.16% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 58,711 | 49,588 | 54,967 CHF | 47,647 CHF | 71.44% | 71.44% |
12/11/2024 | 1.77% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,990 CHF | 56,990 CHF | 100.00% | 100.00% |
11/11/2024 | 1.76% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,315 CHF | 57,315 CHF | 96.53% | 96.53% |
08/11/2024 | 1.92% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,103 | 50,000 | 51,736 CHF | 52,635 CHF | 92.92% | 92.92% |
07/11/2024 | 2.02% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 48,703 | 51,650 CHF | 51,323 CHF | 99.12% | 99.12% |