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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.90% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 73,158 | 37,001 | 53,182 CHF | 27,126 CHF | 37.48% | 37.48% |
22/11/2024 | 2.31% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 25,331 | 55,686 CHF | 20,420 CHF | 99.65% | 99.65% |
20/11/2024 | 2.32% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 25,338 | 55,914 CHF | 20,788 CHF | 99.65% | 99.65% |
19/11/2024 | 2.25% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,755 | 25,338 | 57,144 CHF | 21,194 CHF | 99.63% | 99.63% |
18/11/2024 | 2.26% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 25,335 | 57,269 CHF | 21,116 CHF | 99.64% | 99.64% |
15/11/2024 | 2.35% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,382 | 29,352 | 53,331 CHF | 23,670 CHF | 56.30% | 56.30% |
14/11/2024 | 2.78% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 20,007 | 53,013 CHF | 13,636 CHF | 99.62% | 99.62% |
13/11/2024 | 2.59% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,646 | 25,792 | 55,534 CHF | 18,466 CHF | 96.76% | 96.76% |
12/11/2024 | 2.66% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 25,338 | 55,587 CHF | 18,033 CHF | 99.62% | 99.62% |
11/11/2024 | 2.78% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 20,295 | 52,297 CHF | 13,644 CHF | 96.86% | 96.86% |