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 | - | 0.59 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.68% |
19/11/2024 | 2.85% | 0.62 CHF | 0.71 CHF | 50,000 | 10,000 | 10,000 | 10,000 | 6,920 CHF | 7,120 CHF | 0.28% | 99.59% |
18/11/2024 | 2.41% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 19,685 | 19,685 | 14,154 CHF | 14,427 CHF | 89.30% | 98.95% |
15/11/2024 | 2.90% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 18,767 | 18,767 | 11,767 CHF | 12,033 CHF | 98.62% | 98.62% |
14/11/2024 | 1.65% | 0.56 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,110 CHF | 30,610 CHF | 1.45% | 99.59% |
13/11/2024 | 2.81% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 25,439 | 25,439 | 14,607 CHF | 14,923 CHF | 46.82% | 97.54% |
12/11/2024 | 3.15% | 0.57 CHF | 0.63 CHF | 50,000 | 10,000 | 10,000 | 10,000 | 6,246 CHF | 6,446 CHF | 54.84% | 99.60% |
11/11/2024 | 2.67% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 26,572 | 26,572 | 15,976 CHF | 16,300 CHF | 50.38% | 99.28% |
08/11/2024 | 3.19% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 18,709 | 18,709 | 10,480 CHF | 10,745 CHF | 99.17% | 99.17% |
07/11/2024 | 2.93% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 18,714 | 18,714 | 10,894 CHF | 11,159 CHF | 99.19% | 99.19% |