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 | 2.14% | 0.41 CHF | 0.42 CHF | 80,281 | 20,000 | 79,473 | 20,000 | 36,897 CHF | 9,489 CHF | 100.00% | 100.00% |
19/11/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 79,602 | 20,000 | 80,026 | 20,000 | 32,964 CHF | 8,440 CHF | 100.00% | 100.00% |
18/11/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 80,072 | 20,000 | 80,346 | 20,000 | 33,459 CHF | 8,530 CHF | 100.00% | 100.00% |
15/11/2024 | 2.08% | 0.44 CHF | 0.45 CHF | 80,216 | 20,000 | 79,657 | 20,000 | 37,922 CHF | 9,724 CHF | 100.00% | 100.00% |
14/11/2024 | 1.99% | 0.56 CHF | 0.57 CHF | 78,478 | 20,000 | 79,390 | 20,000 | 39,719 CHF | 10,210 CHF | 99.44% | 99.44% |
13/11/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 80,327 | 20,000 | 80,368 | 19,804 | 31,766 CHF | 8,036 CHF | 98.88% | 98.88% |
12/11/2024 | 2.07% | 0.43 CHF | 0.44 CHF | 79,710 | 20,000 | 79,019 | 20,000 | 37,804 CHF | 9,770 CHF | 100.00% | 100.00% |
11/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 77,142 | 20,000 | 76,847 | 20,000 | 47,975 CHF | 12,686 CHF | 100.00% | 100.00% |
08/11/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 77,302 | 20,000 | 76,755 | 20,000 | 45,254 CHF | 11,996 CHF | 100.00% | 100.00% |
07/11/2024 | 1.67% | 0.72 CHF | 0.73 CHF | 75,341 | 20,000 | 74,393 | 16,041 | 51,838 CHF | 11,405 CHF | 16.25% | 16.25% |