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 | 2.38% | 0.51 CHF | 0.52 CHF | 100,000 | 20,000 | 100,000 | 20,000 | 52,910 CHF | 10,837 CHF | 100.00% | 100.00% |
19/11/2024 | 1.66% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 89,024 | 20,000 | 53,239 CHF | 12,168 CHF | 100.00% | 100.00% |
18/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 20,000 | 98,233 | 20,000 | 53,300 CHF | 11,062 CHF | 94.79% | 94.79% |
15/11/2024 | 2.41% | 0.51 CHF | 0.52 CHF | 100,000 | 20,000 | 100,139 | 20,000 | 51,204 CHF | 10,477 CHF | 100.00% | 100.00% |
14/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 20,000 | 98,878 | 20,000 | 52,624 CHF | 10,853 CHF | 99.44% | 99.44% |
13/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 20,000 | 82,547 | 19,927 | 52,336 CHF | 12,844 CHF | 98.88% | 98.88% |
12/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,301 CHF | 12,045 CHF | 100.00% | 100.00% |
11/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,393 CHF | 14,804 CHF | 100.00% | 100.00% |
08/11/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 82,084 | 25,000 | 51,956 CHF | 16,083 CHF | 100.00% | 100.00% |
07/11/2024 | 1.72% | 0.64 CHF | 0.65 CHF | 80,000 | 20,000 | 89,136 | 19,481 | 54,017 CHF | 12,024 CHF | 99.06% | 99.06% |