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 | 6.05% | 0.84 CHF | 0.89 CHF | 50,116 | 20,000 | 48,955 | 20,000 | 43,900 CHF | 19,066 CHF | 100.00% | 100.00% |
19/11/2024 | 3.69% | 0.86 CHF | 0.89 CHF | 49,775 | 20,000 | 50,112 | 20,000 | 42,572 CHF | 17,633 CHF | 100.00% | 100.00% |
18/11/2024 | 4.42% | 0.87 CHF | 0.90 CHF | 50,022 | 20,000 | 50,402 | 17,243 | 42,596 CHF | 15,231 CHF | 100.00% | 100.00% |
15/11/2024 | 3.70% | 0.90 CHF | 0.93 CHF | 49,749 | 20,000 | 49,344 | 20,000 | 45,089 CHF | 18,965 CHF | 100.00% | 100.00% |
14/11/2024 | 3.29% | 0.97 CHF | 1.01 CHF | 48,461 | 20,000 | 48,890 | 20,000 | 46,594 CHF | 19,701 CHF | 99.22% | 99.22% |
13/11/2024 | 3.81% | 0.90 CHF | 0.93 CHF | 49,781 | 20,000 | 50,457 | 19,750 | 43,387 CHF | 17,651 CHF | 99.36% | 99.36% |
12/11/2024 | 3.49% | 0.89 CHF | 0.92 CHF | 49,951 | 20,000 | 49,126 | 20,000 | 45,659 CHF | 19,251 CHF | 100.00% | 100.00% |
11/11/2024 | 3.20% | 0.98 CHF | 1.01 CHF | 48,287 | 20,000 | 47,193 | 20,000 | 49,249 CHF | 21,563 CHF | 100.00% | 100.00% |
08/11/2024 | 3.32% | 0.98 CHF | 1.01 CHF | 48,082 | 20,000 | 48,326 | 20,000 | 47,030 CHF | 20,123 CHF | 100.00% | 100.00% |
07/11/2024 | 3.50% | 0.94 CHF | 0.98 CHF | 49,037 | 20,000 | 49,093 | 19,349 | 46,710 CHF | 19,093 CHF | 98.73% | 98.73% |