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 | 5.94% | 0.54 CHF | 0.57 CHF | 77,229 | 50,000 | 75,777 | 50,000 | 43,431 CHF | 30,423 CHF | 99.48% | 99.48% |
19/11/2024 | 4.30% | 0.55 CHF | 0.57 CHF | 76,492 | 50,000 | 77,242 | 50,000 | 41,850 CHF | 28,288 CHF | 94.69% | 94.69% |
18/11/2024 | 4.18% | 0.58 CHF | 0.60 CHF | 76,023 | 50,000 | 76,545 | 43,102 | 43,968 CHF | 25,622 CHF | 95.91% | 95.91% |
15/11/2024 | 3.54% | 0.60 CHF | 0.62 CHF | 76,585 | 50,000 | 76,370 | 50,000 | 46,009 CHF | 31,215 CHF | 58.43% | 58.43% |
14/11/2024 | 3.58% | 0.61 CHF | 0.63 CHF | 77,501 | 50,000 | 76,699 | 50,000 | 47,974 CHF | 32,415 CHF | 91.86% | 91.86% |
13/11/2024 | - | 0.63 CHF | 0.66 CHF | 77,743 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12/11/2024 | 3.06% | 0.64 CHF | 0.66 CHF | 76,779 | 50,000 | 75,618 | 50,000 | 50,623 CHF | 34,516 CHF | 100.00% | 100.00% |
11/11/2024 | 3.29% | 0.71 CHF | 0.73 CHF | 74,000 | 50,000 | 73,752 | 50,000 | 51,833 CHF | 36,318 CHF | 71.95% | 71.95% |
08/11/2024 | 3.39% | 0.64 CHF | 0.66 CHF | 75,489 | 50,000 | 75,546 | 50,000 | 47,430 CHF | 32,472 CHF | 100.00% | 100.00% |
07/11/2024 | 3.67% | 0.64 CHF | 0.66 CHF | 75,482 | 50,000 | 75,711 | 48,634 | 48,305 CHF | 32,223 CHF | 91.15% | 91.15% |