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 | 1.73% | 0.60 CHF | 0.61 CHF | 90,000 | 20,000 | 90,053 | 20,000 | 51,748 CHF | 11,693 CHF | 100.00% | 100.00% |
19/11/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100,000 | 20,000 | 102,865 | 20,000 | 52,052 CHF | 10,333 CHF | 100.00% | 100.00% |
18/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 92,484 | 20,000 | 52,042 CHF | 11,467 CHF | 94.79% | 94.79% |
15/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,656 CHF | 12,124 CHF | 100.00% | 100.00% |
14/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 91,131 | 20,000 | 52,368 CHF | 11,702 CHF | 99.44% | 99.44% |
13/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 112,078 | 20,000 | 110,011 | 19,919 | 52,281 CHF | 9,668 CHF | 88.44% | 88.44% |
12/11/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100,000 | 20,000 | 100,009 | 20,000 | 51,781 CHF | 10,555 CHF | 100.00% | 100.00% |
11/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 52,786 CHF | 13,447 CHF | 100.00% | 100.00% |
08/11/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 109,927 | 25,000 | 109,894 | 25,000 | 52,571 CHF | 12,210 CHF | 95.75% | 95.75% |
07/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 109,771 | 20,000 | 101,500 | 19,387 | 51,781 CHF | 10,084 CHF | 83.91% | 83.91% |