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 | 0.35% | 2.91 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,500 CHF | 142,000 CHF | 0.08% | 96.23% |
19/11/2024 | 0.36% | 2.91 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,387 CHF | 139,887 CHF | 19.90% | 94.52% |
18/11/2024 | 0.34% | 3.03 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,991 CHF | 146,491 CHF | 13.55% | 94.37% |
15/11/2024 | - | 3.19 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
14/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,994 CHF | 137,494 CHF | 7.41% | 98.95% |
13/11/2024 | - | 3.05 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 79.57% |
12/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,807 CHF | 68,057 CHF | 75.89% | 93.27% |
11/11/2024 | - | 2.94 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.01% |
08/11/2024 | 0.42% | 2.57 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,592 CHF | 59,842 CHF | 79.79% | 99.28% |
07/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,493 CHF | 58,743 CHF | 97.90% | 99.28% |