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 | 2.33% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,481 CHF | 50,358 CHF | 99.00% | 99.00% |
19/11/2024 | 2.04% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 79,886 | 75,000 | 53,873 CHF | 51,630 CHF | 100.00% | 100.00% |
18/11/2024 | 2.59% | 0.73 CHF | 0.75 CHF | 75,000 | 75,000 | 77,665 | 75,000 | 55,340 CHF | 54,870 CHF | 100.00% | 100.00% |
15/11/2024 | 3.37% | 0.76 CHF | 0.78 CHF | 75,000 | 75,000 | 54,325 | 54,325 | 40,105 CHF | 41,377 CHF | 100.00% | 100.00% |
14/11/2024 | 3.35% | 0.72 CHF | 0.74 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 26,149 CHF | 27,039 CHF | 99.22% | 99.22% |
13/11/2024 | 3.48% | 0.70 CHF | 0.72 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 26,092 CHF | 27,010 CHF | 99.36% | 99.36% |
12/11/2024 | 3.56% | 0.67 CHF | 0.70 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 26,826 CHF | 27,797 CHF | 100.00% | 100.00% |
11/11/2024 | 3.37% | 0.81 CHF | 0.84 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 29,776 CHF | 30,797 CHF | 100.00% | 100.00% |
08/11/2024 | 2.10% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,736 CHF | 59,982 CHF | 100.00% | 100.00% |
07/11/2024 | 1.80% | 0.86 CHF | 0.88 CHF | 75,000 | 75,000 | 74,219 | 72,396 | 64,283 CHF | 63,807 CHF | 98.73% | 98.73% |