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 | 1.77% | 0.55 CHF | 0.56 CHF | 55,000 | 55,000 | 54,034 | 54,034 | 30,562 CHF | 31,103 CHF | 100.00% | 100.00% |
19/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 55,000 | 55,000 | 53,928 | 53,928 | 30,681 CHF | 31,221 CHF | 98.71% | 98.71% |
18/11/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 54,000 | 54,000 | 53,491 | 53,491 | 32,179 CHF | 32,715 CHF | 100.00% | 100.00% |
15/11/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 34,028 CHF | 34,568 CHF | 71.51% | 71.51% |
14/11/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 54,000 | 54,000 | 53,490 | 53,490 | 33,800 CHF | 34,335 CHF | 100.00% | 100.00% |
13/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 54,000 | 54,000 | 53,491 | 53,491 | 32,756 CHF | 33,292 CHF | 99.31% | 99.31% |
12/11/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 54,000 | 54,000 | 53,494 | 53,494 | 33,947 CHF | 34,482 CHF | 100.00% | 100.00% |
11/11/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 53,000 | 53,000 | 53,171 | 53,171 | 36,171 CHF | 36,703 CHF | 100.00% | 100.00% |
08/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 54,000 | 54,000 | 53,459 | 53,459 | 36,349 CHF | 36,884 CHF | 100.00% | 100.00% |
07/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 53,000 | 53,000 | 52,790 | 52,790 | 38,521 CHF | 39,050 CHF | 100.00% | 100.00% |