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 | 1.23% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,384 CHF | 40,774 CHF | 100.00% | 100.00% |
19/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,483 CHF | 40,845 CHF | 99.40% | 99.40% |
18/11/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 68,972 | 50,000 | 56,469 CHF | 41,452 CHF | 100.00% | 100.00% |
15/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,069 CHF | 43,058 CHF | 100.00% | 100.00% |
14/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 63,866 | 50,000 | 53,456 CHF | 42,373 CHF | 99.52% | 99.52% |
13/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 62,962 | 49,704 | 52,901 CHF | 42,308 CHF | 99.32% | 99.32% |
12/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,544 CHF | 39,460 CHF | 100.00% | 100.00% |
11/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,211 CHF | 38,508 CHF | 100.00% | 100.00% |
08/11/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,571 CHF | 40,908 CHF | 100.00% | 100.00% |
07/11/2024 | 1.28% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 48,703 | 57,128 CHF | 40,252 CHF | 99.13% | 99.13% |