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 | 1.50% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,053 CHF | 33,658 CHF | 100.00% | 100.00% |
19/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,995 CHF | 33,622 CHF | 99.40% | 99.40% |
18/11/2024 | 1.53% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,002 CHF | 33,001 CHF | 100.00% | 100.00% |
15/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 87,123 | 50,000 | 53,929 CHF | 31,467 CHF | 100.00% | 100.00% |
14/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,810 | 50,000 | 51,175 CHF | 32,172 CHF | 99.52% | 99.52% |
13/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 82,263 | 49,704 | 52,158 CHF | 32,044 CHF | 99.32% | 99.32% |
12/11/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,526 CHF | 35,204 CHF | 100.00% | 100.00% |
11/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 74,998 | 50,000 | 53,503 CHF | 36,191 CHF | 100.00% | 100.00% |
08/11/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,424 CHF | 33,890 CHF | 100.00% | 100.00% |
07/11/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 48,704 | 52,884 CHF | 32,699 CHF | 99.13% | 99.13% |