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 | 1.42% | 0.75 CHF | 0.76 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 25,779 CHF | 26,137 CHF | 99.90% | 99.90% |
19/11/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 65,000 | 65,000 | 35,867 | 35,866 | 24,682 CHF | 25,041 CHF | 98.91% | 98.91% |
18/11/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 65,000 | 65,000 | 35,752 | 35,752 | 21,780 CHF | 22,139 CHF | 99.42% | 99.42% |
15/11/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 65,000 | 65,000 | 35,701 | 35,701 | 20,731 CHF | 21,090 CHF | 99.89% | 99.89% |
14/11/2024 | 1.89% | 0.59 CHF | 0.60 CHF | 65,000 | 65,000 | 36,262 | 36,262 | 19,904 CHF | 20,267 CHF | 98.84% | 98.84% |
13/11/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 65,000 | 65,000 | 35,804 | 35,804 | 21,885 CHF | 22,243 CHF | 100.00% | 100.00% |
12/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 65,000 | 65,000 | 33,715 | 33,714 | 20,785 CHF | 21,123 CHF | 98.91% | 98.91% |
11/11/2024 | 1.36% | 0.67 CHF | 0.68 CHF | 65,000 | 65,000 | 35,512 | 35,512 | 26,372 CHF | 26,731 CHF | 99.93% | 99.93% |
08/11/2024 | 2.35% | 0.82 CHF | 0.83 CHF | 65,000 | 65,000 | 24,622 | 24,622 | 20,117 CHF | 20,387 CHF | 100.00% | 100.00% |
07/11/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 60,000 | 60,000 | 28,896 | 28,896 | 23,896 CHF | 24,186 CHF | 97.57% | 97.57% |