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 | 2.86% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 59,999 | 25,333 | 52,771 CHF | 22,981 CHF | 99.69% | 99.69% |
19/11/2024 | 2.78% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 25,334 | 53,995 CHF | 23,384 CHF | 99.66% | 99.66% |
18/11/2024 | 2.78% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 59,999 | 25,332 | 53,955 CHF | 23,320 CHF | 99.67% | 99.67% |
15/11/2024 | 2.63% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 65,810 | 29,339 | 55,870 CHF | 26,192 CHF | 56.35% | 56.35% |
14/11/2024 | 3.36% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 20,005 | 52,103 CHF | 15,402 CHF | 99.66% | 99.66% |
13/11/2024 | 3.20% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 69,998 | 25,788 | 54,485 CHF | 20,713 CHF | 96.80% | 96.80% |
12/11/2024 | 3.20% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 25,330 | 54,324 CHF | 20,234 CHF | 99.68% | 99.68% |
11/11/2024 | 3.39% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 69,999 | 20,290 | 51,419 CHF | 15,420 CHF | 96.93% | 96.93% |
08/11/2024 | 3.58% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 78,418 | 20,024 | 54,626 CHF | 14,477 CHF | 99.66% | 99.66% |
07/11/2024 | 3.55% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 79,999 | 20,021 | 56,159 CHF | 14,550 CHF | 99.69% | 99.69% |