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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.00% | 38.35 CHF | 38.74 CHF | 9,995 | 6,265 | 9,999 | 8,254 | 379,122 CHF | 315,871 CHF | 100.00% | 100.00% |
20/11/2024 | 1.00% | 37.17 CHF | 37.54 CHF | 10,000 | 5,098 | 10,000 | 6,954 | 374,360 CHF | 263,225 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 37.07 CHF | 37.44 CHF | 9,900 | 4,060 | 9,996 | 5,963 | 371,146 CHF | 223,707 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 37.42 CHF | 37.80 CHF | 10,000 | 2,503 | 10,000 | 8,512 | 375,545 CHF | 322,919 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 37.70 CHF | 38.08 CHF | 9,936 | 7,520 | 9,957 | 8,304 | 374,853 CHF | 315,786 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 38.11 CHF | 38.49 CHF | 10,000 | 4,857 | 10,000 | 9,080 | 382,452 CHF | 350,744 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 38.05 CHF | 38.43 CHF | 9,900 | 7,274 | 9,900 | 9,252 | 372,231 CHF | 351,299 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 37.61 CHF | 37.99 CHF | 10,000 | 8,402 | 10,000 | 7,968 | 379,477 CHF | 305,663 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 38.00 CHF | 38.38 CHF | 10,000 | 5,531 | 9,473 | 7,076 | 358,328 CHF | 270,332 CHF | 92.98% | 100.00% |
08/11/2024 | 1.00% | 37.36 CHF | 37.74 CHF | 9,800 | 7,222 | 9,878 | 7,840 | 364,812 CHF | 292,434 CHF | 100.00% | 100.00% |