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 | 1.25% | 0.83 CHF | 0.84 CHF | 70,000 | 60,000 | 69,902 | 36,514 | 55,403 CHF | 29,504 CHF | 99.61% | 99.61% |
19/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 70,000 | 60,000 | 70,000 | 36,515 | 53,429 CHF | 28,306 CHF | 99.63% | 99.63% |
18/11/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 80,000 | 60,000 | 79,993 | 36,589 | 54,627 CHF | 25,429 CHF | 98.51% | 98.51% |
15/11/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 80,000 | 60,000 | 80,000 | 36,515 | 52,912 CHF | 24,422 CHF | 99.63% | 99.63% |
14/11/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 80,000 | 60,000 | 87,771 | 36,515 | 53,921 CHF | 23,179 CHF | 99.63% | 99.63% |
13/11/2024 | 1.43% | 0.65 CHF | 0.66 CHF | 80,000 | 60,000 | 79,946 | 36,653 | 55,733 CHF | 25,720 CHF | 97.57% | 97.57% |
12/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 60,000 | 78,777 | 36,523 | 54,619 CHF | 25,710 CHF | 99.51% | 99.51% |
11/11/2024 | 1.19% | 0.75 CHF | 0.76 CHF | 70,000 | 60,000 | 63,729 | 36,595 | 53,292 CHF | 30,581 CHF | 98.42% | 98.42% |
08/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 60,000 | 60,000 | 36,517 | 53,189 CHF | 32,804 CHF | 99.60% | 99.60% |
07/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 60,000 | 60,000 | 60,000 | 39,801 | 55,284 CHF | 36,787 CHF | 57.44% | 57.44% |