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 | 1.60% | 0.66 CHF | 0.67 CHF | 80,000 | 60,000 | 87,291 | 36,516 | 54,053 CHF | 23,201 CHF | 99.62% | 99.62% |
19/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90,000 | 60,000 | 90,141 | 36,516 | 53,362 CHF | 22,056 CHF | 99.65% | 99.65% |
18/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100,000 | 60,000 | 101,413 | 36,590 | 51,827 CHF | 19,145 CHF | 98.52% | 98.52% |
15/11/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110,000 | 60,000 | 107,466 | 36,516 | 52,463 CHF | 18,110 CHF | 99.64% | 99.64% |
14/11/2024 | 2.24% | 0.50 CHF | 0.51 CHF | 100,000 | 60,000 | 117,992 | 36,516 | 51,995 CHF | 16,865 CHF | 99.64% | 99.64% |
13/11/2024 | 1.89% | 0.48 CHF | 0.49 CHF | 110,000 | 60,000 | 101,611 | 36,753 | 53,353 CHF | 19,487 CHF | 96.15% | 96.15% |
12/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 60,000 | 99,981 | 36,523 | 52,230 CHF | 19,453 CHF | 99.52% | 99.52% |
11/11/2024 | 1.49% | 0.58 CHF | 0.59 CHF | 90,000 | 60,000 | 82,485 | 36,596 | 54,996 CHF | 24,340 CHF | 98.43% | 98.43% |
08/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 70,000 | 60,000 | 73,789 | 36,518 | 52,890 CHF | 26,631 CHF | 99.62% | 99.62% |
07/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70,000 | 60,000 | 71,512 | 39,802 | 53,694 CHF | 30,052 CHF | 57.45% | 57.45% |