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 | 3.08% | 0.45 CHF | 0.47 CHF | 81,738 | 50,000 | 80,870 | 50,000 | 39,169 CHF | 24,980 CHF | 99.00% | 99.00% |
19/11/2024 | 2.67% | 0.47 CHF | 0.48 CHF | 81,094 | 50,000 | 80,894 | 50,000 | 38,484 CHF | 24,434 CHF | 100.00% | 100.00% |
18/11/2024 | 2.51% | 0.52 CHF | 0.54 CHF | 80,015 | 50,000 | 79,760 | 50,000 | 42,829 CHF | 27,531 CHF | 100.00% | 100.00% |
15/11/2024 | 2.03% | 0.58 CHF | 0.59 CHF | 79,004 | 50,000 | 79,139 | 50,000 | 45,348 CHF | 29,237 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.57 CHF | 0.59 CHF | 79,064 | 50,000 | 79,156 | 50,000 | 45,638 CHF | 29,392 CHF | 99.22% | 99.22% |
13/11/2024 | 2.07% | 0.53 CHF | 0.54 CHF | 79,765 | 50,000 | 79,375 | 49,710 | 43,057 CHF | 27,538 CHF | 99.36% | 99.36% |
12/11/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 78,709 | 50,000 | 77,343 | 50,000 | 48,412 CHF | 31,889 CHF | 100.00% | 100.00% |
11/11/2024 | 1.64% | 0.69 CHF | 0.70 CHF | 75,807 | 50,000 | 75,819 | 50,000 | 52,036 CHF | 34,884 CHF | 100.00% | 100.00% |
08/11/2024 | 2.27% | 0.63 CHF | 0.64 CHF | 76,657 | 50,000 | 76,669 | 50,000 | 47,585 CHF | 31,747 CHF | 100.00% | 100.00% |
07/11/2024 | 2.06% | 0.65 CHF | 0.67 CHF | 75,970 | 50,000 | 77,522 | 48,696 | 46,291 CHF | 29,750 CHF | 98.73% | 98.73% |