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 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 91,300 | 50,000 | 52,079 CHF | 29,074 CHF | 100.00% | 100.00% |
19/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 89,638 | 50,000 | 52,949 CHF | 30,043 CHF | 100.00% | 100.00% |
18/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,147 CHF | 30,026 CHF | 100.00% | 100.00% |
15/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,344 | 50,000 | 51,281 CHF | 28,884 CHF | 100.00% | 100.00% |
14/11/2024 | 1.77% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 95,702 | 50,000 | 53,526 CHF | 28,534 CHF | 99.52% | 99.52% |
13/11/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 111,948 | 49,704 | 52,276 CHF | 23,730 CHF | 99.32% | 99.32% |
12/11/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 105,126 | 50,000 | 51,730 CHF | 25,201 CHF | 100.00% | 100.00% |
11/11/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 95,953 | 50,000 | 53,105 CHF | 28,199 CHF | 100.00% | 100.00% |
08/11/2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 90,470 | 50,000 | 51,861 CHF | 29,217 CHF | 100.00% | 100.00% |
07/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 85,273 | 48,695 | 53,108 CHF | 30,891 CHF | 98.51% | 98.51% |