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 | 1.11% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,340 CHF | 48,318 CHF | 100.00% | 100.00% |
19/11/2024 | 1.21% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 51,930 | 50,000 | 52,308 CHF | 51,019 CHF | 99.40% | 99.40% |
18/11/2024 | 1.29% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 57,972 | 50,000 | 57,272 CHF | 50,075 CHF | 100.00% | 100.00% |
15/11/2024 | 1.46% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 56,904 | 50,000 | 54,979 CHF | 49,167 CHF | 100.00% | 100.00% |
14/11/2024 | 1.68% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,609 CHF | 47,126 CHF | 99.52% | 99.52% |
13/11/2024 | 1.47% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 49,383 | 53,535 CHF | 44,720 CHF | 99.32% | 99.32% |
12/11/2024 | 1.71% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 67,925 | 50,000 | 55,824 CHF | 41,844 CHF | 100.00% | 100.00% |
11/11/2024 | 1.72% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 61,020 | 50,000 | 51,439 CHF | 42,893 CHF | 100.00% | 100.00% |
08/11/2024 | 1.35% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,590 CHF | 43,574 CHF | 100.00% | 100.00% |
07/11/2024 | 1.37% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 48,444 | 54,857 CHF | 44,925 CHF | 99.13% | 99.13% |