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 | 1.82% | 0.57 CHF | 0.58 CHF | 90,000 | 20,000 | 98,541 | 20,000 | 53,761 CHF | 11,116 CHF | 100.00% | 100.00% |
19/11/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 110,000 | 20,000 | 107,742 | 20,000 | 51,715 CHF | 9,815 CHF | 41.98% | 41.98% |
18/11/2024 | 2.28% | 0.53 CHF | 0.54 CHF | 100,000 | 20,000 | 99,660 | 20,000 | 53,244 CHF | 10,938 CHF | 94.79% | 94.79% |
15/11/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90,000 | 20,000 | 90,485 | 20,000 | 51,445 CHF | 11,573 CHF | 100.00% | 100.00% |
14/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 20,000 | 96,185 | 20,000 | 52,590 CHF | 11,147 CHF | 99.44% | 99.44% |
13/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 111,371 | 20,000 | 111,153 | 19,918 | 49,485 CHF | 9,070 CHF | 87.95% | 87.95% |
12/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110,000 | 20,000 | 109,967 | 20,000 | 52,778 CHF | 9,799 CHF | 43.39% | 43.39% |
11/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 109,571 | 25,000 | 101,301 | 25,000 | 51,085 CHF | 12,862 CHF | 10.76% | 10.76% |
08/11/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110,146 | 25,000 | 109,943 | 25,000 | 49,334 CHF | 11,469 CHF | 83.25% | 83.25% |
07/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 109,863 | 20,000 | 106,763 | 19,104 | 50,798 CHF | 9,283 CHF | 57.46% | 57.46% |