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 | 1.96% | 0.53 CHF | 0.54 CHF | 81,738 | 50,000 | 80,882 | 50,000 | 45,253 CHF | 28,535 CHF | 99.00% | 99.00% |
19/11/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 81,094 | 50,000 | 80,905 | 50,000 | 44,383 CHF | 27,968 CHF | 100.00% | 100.00% |
18/11/2024 | 1.89% | 0.60 CHF | 0.61 CHF | 79,954 | 50,000 | 79,780 | 50,000 | 48,714 CHF | 31,114 CHF | 100.00% | 100.00% |
15/11/2024 | 2.18% | 0.65 CHF | 0.67 CHF | 78,995 | 50,000 | 79,128 | 50,000 | 51,015 CHF | 32,948 CHF | 100.00% | 100.00% |
14/11/2024 | 1.98% | 0.65 CHF | 0.66 CHF | 79,005 | 50,000 | 79,154 | 50,000 | 51,275 CHF | 33,039 CHF | 99.22% | 99.22% |
13/11/2024 | 2.26% | 0.60 CHF | 0.61 CHF | 79,801 | 50,000 | 79,378 | 49,710 | 48,709 CHF | 31,208 CHF | 99.36% | 99.36% |
12/11/2024 | 1.90% | 0.64 CHF | 0.65 CHF | 78,767 | 50,000 | 77,106 | 50,000 | 53,574 CHF | 35,419 CHF | 84.34% | 84.34% |
11/11/2024 | 1.66% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,037 CHF | 38,518 CHF | 100.00% | 100.00% |
08/11/2024 | 1.66% | 0.70 CHF | 0.71 CHF | 76,670 | 50,000 | 76,703 | 50,000 | 53,209 CHF | 35,267 CHF | 93.30% | 93.30% |
07/11/2024 | 1.71% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 76,498 | 48,688 | 51,087 CHF | 33,186 CHF | 98.13% | 98.13% |