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 | 1.64% | 0.81 CHF | 0.86 CHF | 70,000 | 50,000 | 60,000 | 50,000 | 51,407 CHF | 43,548 CHF | 14.13% | 100.00% |
19/11/2024 | 1.45% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,673 | 50,000 | 51,993 CHF | 43,492 CHF | 100.00% | 100.00% |
18/11/2024 | 1.37% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,238 | 50,000 | 51,673 CHF | 43,489 CHF | 100.00% | 100.00% |
15/11/2024 | 1.56% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 68,046 | 50,000 | 56,411 CHF | 42,124 CHF | 100.00% | 100.00% |
14/11/2024 | 1.56% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 66,405 | 50,000 | 54,425 CHF | 41,750 CHF | 99.52% | 99.52% |
13/11/2024 | 1.76% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 76,944 | 49,383 | 54,335 CHF | 35,522 CHF | 99.32% | 99.32% |
12/11/2024 | 1.86% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 70,791 | 50,000 | 52,161 CHF | 37,550 CHF | 100.00% | 100.00% |
11/11/2024 | 1.49% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 69,134 | 50,000 | 56,186 CHF | 41,263 CHF | 100.00% | 100.00% |
08/11/2024 | 1.72% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 64,123 | 50,000 | 53,663 CHF | 42,618 CHF | 100.00% | 100.00% |
07/11/2024 | 1.48% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 48,434 | 54,058 CHF | 44,313 CHF | 98.51% | 98.51% |