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 | 1.70% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 51,702 | 30,091 | 54,269 CHF | 31,731 CHF | 93.95% | 93.95% |
19/11/2024 | 1.48% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 49,912 | 29,798 | 58,853 CHF | 35,729 CHF | 99.67% | 99.67% |
18/11/2024 | 1.63% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 51,736 | 32,118 | 55,342 CHF | 36,058 CHF | 67.17% | 67.17% |
15/11/2024 | 2.62% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 75,928 | 29,796 | 53,452 CHF | 22,529 CHF | 99.68% | 99.68% |
14/11/2024 | 4.60% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 131,161 | 27,875 | 52,054 CHF | 12,222 CHF | 91.58% | 91.58% |
13/11/2024 | 5.32% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 156,027 | 29,229 | 51,876 CHF | 10,095 CHF | 97.12% | 97.12% |
12/11/2024 | 6.27% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 183,018 | 29,253 | 51,291 CHF | 9,251 CHF | 87.57% | 87.57% |
11/11/2024 | 7.39% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 225,790 | 28,844 | 50,797 CHF | 6,946 CHF | 97.50% | 97.50% |
08/11/2024 | 3.89% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 116,950 | 29,886 | 52,143 CHF | 13,536 CHF | 98.64% | 98.64% |
07/11/2024 | 2.68% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 79,801 | 29,934 | 54,228 CHF | 20,577 CHF | 97.63% | 97.63% |