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 | 1.44% | 0.65 CHF | 0.66 CHF | 80,000 | 20,000 | 76,902 | 20,000 | 53,001 CHF | 14,014 CHF | 71.01% | 71.01% |
19/11/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 80,300 | 20,000 | 79,862 | 20,000 | 52,381 CHF | 13,319 CHF | 48.63% | 48.63% |
18/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80,000 | 20,000 | 79,992 | 20,000 | 52,556 CHF | 13,340 CHF | 80.46% | 80.46% |
15/11/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 80,000 | 20,000 | 76,117 | 20,000 | 53,926 CHF | 14,397 CHF | 99.99% | 99.99% |
14/11/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 70,000 | 20,000 | 71,507 | 20,000 | 54,212 CHF | 15,391 CHF | 40.31% | 40.31% |
13/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80,346 | 20,000 | 80,361 | 19,662 | 50,082 CHF | 12,461 CHF | 57.21% | 57.21% |
12/11/2024 | 1.39% | 0.66 CHF | 0.67 CHF | 79,683 | 20,000 | 73,705 | 20,000 | 52,794 CHF | 14,563 CHF | 32.89% | 32.89% |
11/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 20,000 | 60,084 | 20,000 | 51,677 CHF | 17,403 CHF | 100.00% | 100.00% |
08/11/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 70,000 | 20,000 | 66,246 | 20,000 | 54,373 CHF | 16,656 CHF | 100.00% | 100.00% |
07/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 20,000 | 60,000 | 19,351 | 56,893 CHF | 18,565 CHF | 99.06% | 99.06% |