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 | 2.25% | 0.78 CHF | 0.85 CHF | 70,000 | 25,000 | 65,675 | 25,000 | 54,750 CHF | 21,333 CHF | 14.13% | 100.00% |
19/11/2024 | 2.33% | 0.79 CHF | 0.81 CHF | 70,000 | 25,000 | 69,838 | 25,000 | 54,664 CHF | 20,033 CHF | 99.99% | 99.99% |
18/11/2024 | 2.69% | 0.86 CHF | 0.88 CHF | 60,000 | 25,000 | 63,932 | 23,897 | 53,671 CHF | 20,613 CHF | 100.00% | 100.00% |
15/11/2024 | 2.10% | 0.83 CHF | 0.85 CHF | 70,000 | 25,000 | 60,740 | 24,970 | 52,396 CHF | 22,008 CHF | 100.00% | 100.00% |
14/11/2024 | 2.28% | 0.85 CHF | 0.87 CHF | 60,000 | 25,000 | 66,416 | 25,000 | 53,263 CHF | 20,585 CHF | 94.67% | 94.67% |
13/11/2024 | 2.48% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 72,985 | 49,418 | 52,777 CHF | 36,655 CHF | 99.25% | 99.25% |
12/11/2024 | 2.38% | 0.68 CHF | 0.70 CHF | 80,000 | 25,000 | 71,501 | 25,000 | 52,990 CHF | 18,996 CHF | 98.32% | 98.32% |
11/11/2024 | 2.10% | 0.85 CHF | 0.87 CHF | 60,000 | 25,000 | 60,189 | 25,000 | 52,014 CHF | 22,066 CHF | 100.00% | 100.00% |
08/11/2024 | 2.46% | 0.84 CHF | 0.86 CHF | 60,000 | 25,000 | 48,081 | 21,785 | 42,922 CHF | 19,975 CHF | 97.48% | 97.48% |
07/11/2024 | 1.66% | 1.18 CHF | 1.19 CHF | 50,000 | 25,000 | 49,584 | 24,731 | 59,106 CHF | 30,011 CHF | 95.57% | 95.57% |