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 | 1.19% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 66,681 | 50,000 | 55,567 CHF | 42,203 CHF | 100.00% | 100.00% |
19/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 62,787 | 50,000 | 52,875 CHF | 42,642 CHF | 100.00% | 100.00% |
18/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,981 CHF | 40,487 CHF | 100.00% | 100.00% |
15/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,253 CHF | 38,538 CHF | 100.00% | 100.00% |
14/11/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 69,504 | 50,000 | 55,357 CHF | 40,338 CHF | 99.44% | 99.44% |
13/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 49,519 | 57,077 CHF | 40,870 CHF | 98.88% | 98.88% |
12/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,604 CHF | 40,217 CHF | 100.00% | 100.00% |
11/11/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 78,118 | 50,000 | 54,965 CHF | 35,707 CHF | 100.00% | 100.00% |
08/11/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 78,130 | 25,000 | 54,583 CHF | 17,729 CHF | 100.00% | 100.00% |
07/11/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 24,740 | 52,291 CHF | 14,627 CHF | 99.06% | 99.06% |