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 | 1.93% | 0.49 CHF | 0.50 CHF | 108,370 | 20,000 | 100,031 | 20,000 | 51,437 CHF | 10,484 CHF | 100.00% | 100.00% |
19/11/2024 | 1.71% | 0.54 CHF | 0.55 CHF | 100,000 | 20,000 | 91,612 | 20,000 | 53,112 CHF | 11,806 CHF | 100.00% | 100.00% |
18/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 20,000 | 99,440 | 20,000 | 52,226 CHF | 10,709 CHF | 94.79% | 94.79% |
15/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 108,598 | 20,000 | 104,347 | 20,000 | 51,683 CHF | 10,111 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100,000 | 20,000 | 99,973 | 20,000 | 51,464 CHF | 10,498 CHF | 99.44% | 99.44% |
13/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 20,000 | 86,533 | 19,927 | 53,349 CHF | 12,499 CHF | 98.88% | 98.88% |
12/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 51,761 CHF | 11,702 CHF | 100.00% | 100.00% |
11/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 91,181 | 25,000 | 51,428 CHF | 14,355 CHF | 100.00% | 100.00% |
08/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 88,375 | 25,000 | 54,353 CHF | 15,633 CHF | 100.00% | 100.00% |
07/11/2024 | 1.77% | 0.62 CHF | 0.63 CHF | 90,000 | 20,000 | 90,000 | 19,481 | 53,101 CHF | 11,709 CHF | 99.06% | 99.06% |