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 | 5.06% | 0.34 CHF | 0.36 CHF | 89,509 | 75,000 | 89,431 | 75,000 | 30,747 CHF | 27,141 CHF | 100.00% | 100.00% |
19/11/2024 | 4.70% | 0.37 CHF | 0.39 CHF | 88,472 | 75,000 | 87,339 | 75,000 | 36,422 CHF | 32,795 CHF | 100.00% | 100.00% |
18/11/2024 | 3.55% | 0.48 CHF | 0.50 CHF | 86,180 | 50,000 | 85,683 | 50,000 | 43,254 CHF | 26,154 CHF | 100.00% | 100.00% |
15/11/2024 | 3.77% | 0.54 CHF | 0.56 CHF | 85,121 | 50,000 | 85,464 | 50,000 | 44,667 CHF | 27,151 CHF | 99.99% | 99.99% |
14/11/2024 | 2.56% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 69,157 | 50,000 | 53,455 CHF | 39,856 CHF | 99.52% | 99.52% |
13/11/2024 | 2.37% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 63,810 | 49,597 | 54,362 CHF | 43,437 CHF | 73.18% | 73.18% |
12/11/2024 | 2.02% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 50,017 | 50,000 | 51,772 CHF | 52,811 CHF | 100.00% | 100.00% |
11/11/2024 | 2.10% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,084 | 50,000 | 52,148 CHF | 53,169 CHF | 96.53% | 96.53% |
08/11/2024 | 2.09% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 59,600 | 50,000 | 56,531 CHF | 48,443 CHF | 92.92% | 92.92% |
07/11/2024 | 2.19% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 48,703 | 56,877 CHF | 47,177 CHF | 99.12% | 99.12% |