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 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 25,000 | 49,933 | 25,000 | 60,062 CHF | 30,323 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 1.19 CHF | 1.20 CHF | 50,000 | 25,000 | 42,395 | 25,000 | 53,041 CHF | 31,627 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 1.31 CHF | 1.32 CHF | 40,000 | 25,000 | 48,187 | 25,000 | 57,663 CHF | 30,269 CHF | 100.00% | 100.00% |
15/11/2024 | 1.10% | 1.14 CHF | 1.15 CHF | 50,000 | 25,000 | 36,333 | 20,444 | 43,004 CHF | 24,533 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 40,000 | 25,000 | 43,817 | 25,000 | 54,766 CHF | 31,565 CHF | 99.44% | 99.44% |
13/11/2024 | 0.91% | 1.40 CHF | 1.41 CHF | 40,000 | 25,000 | 45,988 | 24,280 | 52,502 CHF | 28,191 CHF | 98.42% | 98.42% |
12/11/2024 | 0.62% | 1.38 CHF | 1.40 CHF | 12,500 | 12,500 | 29,830 | 24,525 | 50,580 CHF | 41,832 CHF | 99.23% | 99.23% |
11/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,168 CHF | 46,223 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 30,000 | 25,000 | 30,014 | 25,000 | 51,707 CHF | 43,319 CHF | 100.00% | 100.00% |
07/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 30,000 | 25,000 | 30,000 | 24,221 | 52,728 CHF | 42,841 CHF | 99.06% | 99.06% |