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 | 3.05% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 73,770 | 50,000 | 52,877 CHF | 37,014 CHF | 100.00% | 100.00% |
19/11/2024 | 2.89% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 78,827 | 50,000 | 55,287 CHF | 36,113 CHF | 100.00% | 100.00% |
18/11/2024 | 3.41% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 88,313 | 50,000 | 54,702 CHF | 32,062 CHF | 100.00% | 100.00% |
15/11/2024 | 3.41% | 0.62 CHF | 0.65 CHF | 90,000 | 50,000 | 86,353 | 50,000 | 53,826 CHF | 32,267 CHF | 100.00% | 100.00% |
14/11/2024 | 3.41% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 87,621 | 50,000 | 54,267 CHF | 32,065 CHF | 99.27% | 99.27% |
13/11/2024 | 3.81% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 90,611 | 49,435 | 51,977 CHF | 29,458 CHF | 99.40% | 99.40% |
12/11/2024 | 3.43% | 0.62 CHF | 0.65 CHF | 90,000 | 50,000 | 85,478 | 50,000 | 53,523 CHF | 32,438 CHF | 100.00% | 100.00% |
11/11/2024 | 3.49% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,645 CHF | 30,286 CHF | 100.00% | 100.00% |
08/11/2024 | 3.99% | 0.56 CHF | 0.58 CHF | 90,000 | 50,000 | 102,102 | 50,000 | 50,980 CHF | 26,053 CHF | 88.63% | 88.63% |
07/11/2024 | 4.18% | 0.46 CHF | 0.48 CHF | 106,487 | 50,000 | 104,099 | 49,284 | 50,846 CHF | 25,098 CHF | 70.97% | 70.97% |