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 | 2.07% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 101,096 | 50,000 | 51,556 CHF | 26,047 CHF | 100.00% | 100.00% |
19/11/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 105,867 | 50,000 | 51,988 CHF | 25,083 CHF | 100.00% | 100.00% |
18/11/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 106,180 | 50,000 | 52,165 CHF | 25,083 CHF | 100.00% | 100.00% |
15/11/2024 | 2.02% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,560 | 50,000 | 51,501 CHF | 26,137 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 102,786 | 50,000 | 52,776 CHF | 26,238 CHF | 99.52% | 99.52% |
13/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,259 | 49,704 | 54,194 CHF | 30,694 CHF | 99.32% | 99.32% |
12/11/2024 | 1.81% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,503 CHF | 29,701 CHF | 100.00% | 100.00% |
11/11/2024 | 2.05% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,482 CHF | 26,783 CHF | 100.00% | 100.00% |
08/11/2024 | 2.04% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 102,223 | 50,000 | 51,754 CHF | 25,855 CHF | 100.00% | 100.00% |
07/11/2024 | 2.39% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 114,376 | 48,695 | 52,262 CHF | 22,778 CHF | 98.51% | 98.51% |