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 | 1.40% | 0.71 CHF | 0.72 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,566 CHF | 43,166 CHF | 99.73% | 99.73% |
19/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 47,618 CHF | 48,218 CHF | 99.85% | 99.85% |
18/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,891 CHF | 42,491 CHF | 100.00% | 100.00% |
15/11/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 38,730 CHF | 39,330 CHF | 100.00% | 100.00% |
14/11/2024 | 1.48% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,365 CHF | 40,965 CHF | 100.00% | 100.00% |
13/11/2024 | 1.27% | 0.73 CHF | 0.74 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 46,997 CHF | 47,597 CHF | 99.95% | 99.95% |
12/11/2024 | 1.68% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 35,552 CHF | 36,152 CHF | 100.00% | 100.00% |
11/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,262 CHF | 33,862 CHF | 99.68% | 99.68% |
08/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 38,467 CHF | 39,067 CHF | 100.00% | 100.00% |
07/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,195 CHF | 36,795 CHF | 99.70% | 99.70% |