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 | 1.17% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 62,343 | 50,000 | 52,812 CHF | 42,896 CHF | 100.00% | 100.00% |
19/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 61,060 | 50,000 | 51,727 CHF | 42,873 CHF | 99.40% | 99.40% |
18/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 64,817 | 50,000 | 54,119 CHF | 42,287 CHF | 100.00% | 100.00% |
15/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,254 CHF | 40,682 CHF | 100.00% | 100.00% |
14/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 57,266 CHF | 41,404 CHF | 99.52% | 99.52% |
13/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 68,367 | 49,704 | 55,892 CHF | 41,169 CHF | 99.32% | 99.32% |
12/11/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,848 CHF | 44,540 CHF | 100.00% | 100.00% |
11/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,990 CHF | 45,492 CHF | 100.00% | 100.00% |
08/11/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 62,566 | 50,000 | 53,268 CHF | 43,116 CHF | 100.00% | 100.00% |
07/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,128 | 48,703 | 50,821 CHF | 41,671 CHF | 99.13% | 99.13% |