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 | 3.37% | 1.02 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,751 CHF | 55,591 CHF | 99.64% | 99.64% |
19/11/2024 | 2.82% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 66,983 | 50,000 | 54,889 CHF | 42,215 CHF | 96.67% | 96.67% |
18/11/2024 | 2.99% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 62,007 | 44,486 | 52,672 CHF | 38,867 CHF | 100.00% | 100.00% |
15/11/2024 | 2.54% | 0.87 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,550 CHF | 46,627 CHF | 97.65% | 97.65% |
14/11/2024 | 2.42% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 59,941 | 50,000 | 57,508 CHF | 49,148 CHF | 99.42% | 99.42% |
13/11/2024 | 2.28% | 1.00 CHF | 1.03 CHF | 50,000 | 50,000 | 51,724 | 49,435 | 52,770 CHF | 51,655 CHF | 98.22% | 98.22% |
12/11/2024 | 2.06% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,645 CHF | 57,821 CHF | 99.54% | 99.54% |
11/11/2024 | 1.88% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,192 CHF | 63,375 CHF | 100.00% | 100.00% |
08/11/2024 | 2.13% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,741 CHF | 55,921 CHF | 96.69% | 96.69% |
07/11/2024 | 2.12% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 48,702 | 56,227 CHF | 56,036 CHF | 99.02% | 99.02% |