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 | 3.03% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 78,931 | 50,000 | 54,634 CHF | 35,694 CHF | 100.00% | 100.00% |
19/11/2024 | 3.22% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 79,912 | 50,000 | 54,012 CHF | 34,903 CHF | 100.00% | 100.00% |
18/11/2024 | 3.48% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,489 CHF | 30,769 CHF | 100.00% | 100.00% |
15/11/2024 | 3.48% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 89,950 | 50,000 | 53,840 CHF | 30,988 CHF | 100.00% | 100.00% |
14/11/2024 | 3.44% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 89,859 | 50,000 | 53,537 CHF | 30,835 CHF | 99.27% | 99.27% |
13/11/2024 | 3.87% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 97,306 | 49,435 | 53,385 CHF | 28,202 CHF | 99.40% | 99.40% |
12/11/2024 | 3.46% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 89,702 | 50,000 | 53,931 CHF | 31,125 CHF | 100.00% | 100.00% |
11/11/2024 | 3.68% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 92,488 | 50,000 | 51,830 CHF | 29,091 CHF | 100.00% | 100.00% |
08/11/2024 | 4.29% | 0.53 CHF | 0.56 CHF | 100,000 | 50,000 | 104,629 | 50,000 | 49,165 CHF | 24,560 CHF | 83.69% | 83.69% |
07/11/2024 | 4.70% | 0.44 CHF | 0.46 CHF | 106,312 | 50,000 | 106,068 | 48,764 | 49,318 CHF | 23,744 CHF | 98.71% | 98.71% |