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 | 1.77% | 0.63 CHF | 0.64 CHF | 81,360 | 50,000 | 80,001 | 50,000 | 52,241 CHF | 33,233 CHF | 71.18% | 71.18% |
19/11/2024 | 1.71% | 0.63 CHF | 0.64 CHF | 81,094 | 50,000 | 80,150 | 50,000 | 51,412 CHF | 32,628 CHF | 54.13% | 54.13% |
18/11/2024 | 1.59% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 79,364 | 50,000 | 55,211 CHF | 35,348 CHF | 99.90% | 99.90% |
15/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,981 | 50,000 | 51,789 CHF | 36,999 CHF | 90.02% | 90.02% |
14/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 71,447 | 50,000 | 52,472 CHF | 37,250 CHF | 72.68% | 72.68% |
13/11/2024 | 1.96% | 0.69 CHF | 0.70 CHF | 79,747 | 50,000 | 77,089 | 49,710 | 53,803 CHF | 35,428 CHF | 99.36% | 99.36% |
12/11/2024 | 1.60% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,841 CHF | 39,804 CHF | 100.00% | 100.00% |
11/11/2024 | 1.74% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 62,618 | 50,000 | 52,669 CHF | 42,817 CHF | 100.00% | 100.00% |
08/11/2024 | 1.48% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,534 CHF | 39,535 CHF | 100.00% | 100.00% |
07/11/2024 | 1.46% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,514 | 48,659 | 53,395 CHF | 37,457 CHF | 96.00% | 96.00% |