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 | 2.02% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,540 | 50,000 | 48,880 CHF | 30,966 CHF | 99.00% | 99.00% |
19/11/2024 | 2.49% | 0.62 CHF | 0.64 CHF | 81,032 | 50,000 | 80,639 | 50,000 | 49,604 CHF | 31,532 CHF | 100.00% | 100.00% |
18/11/2024 | 2.42% | 0.57 CHF | 0.58 CHF | 80,000 | 50,000 | 79,764 | 50,000 | 44,203 CHF | 28,386 CHF | 100.00% | 100.00% |
15/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 79,121 | 50,000 | 79,142 | 50,000 | 41,571 CHF | 26,763 CHF | 100.00% | 100.00% |
14/11/2024 | 2.13% | 0.52 CHF | 0.54 CHF | 79,064 | 50,000 | 79,156 | 50,000 | 41,336 CHF | 26,670 CHF | 99.22% | 99.22% |
13/11/2024 | 2.04% | 0.57 CHF | 0.58 CHF | 79,765 | 50,000 | 79,375 | 49,710 | 44,145 CHF | 28,204 CHF | 99.36% | 99.36% |
12/11/2024 | 2.45% | 0.53 CHF | 0.54 CHF | 78,709 | 50,000 | 77,343 | 50,000 | 36,534 CHF | 24,196 CHF | 100.00% | 100.00% |
11/11/2024 | 2.72% | 0.41 CHF | 0.42 CHF | 75,807 | 50,000 | 75,819 | 50,000 | 31,263 CHF | 21,183 CHF | 100.00% | 100.00% |
08/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 76,731 | 50,000 | 76,657 | 50,000 | 36,871 CHF | 24,547 CHF | 100.00% | 100.00% |
07/11/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 76,000 | 50,000 | 77,488 | 48,696 | 38,953 CHF | 24,927 CHF | 98.73% | 98.73% |