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 | 2.26% | 0.97 CHF | 0.99 CHF | 60,000 | 25,000 | 59,582 | 25,000 | 56,469 CHF | 24,252 CHF | 99.12% | 99.12% |
19/11/2024 | 2.18% | 0.92 CHF | 0.94 CHF | 60,000 | 25,000 | 51,512 | 24,095 | 51,683 CHF | 24,979 CHF | 88.51% | 88.51% |
18/11/2024 | 2.47% | 1.20 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 23,895 | 58,570 CHF | 28,688 CHF | 99.79% | 99.79% |
15/11/2024 | 2.14% | 1.18 CHF | 1.20 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,442 CHF | 30,365 CHF | 99.27% | 99.27% |
14/11/2024 | 2.03% | 1.26 CHF | 1.28 CHF | 40,000 | 25,000 | 46,401 | 25,000 | 57,482 CHF | 31,628 CHF | 99.44% | 99.44% |
13/11/2024 | 2.16% | 1.23 CHF | 1.26 CHF | 50,000 | 25,000 | 49,480 | 24,964 | 58,992 CHF | 30,430 CHF | 97.95% | 97.95% |
12/11/2024 | 1.93% | 1.30 CHF | 1.33 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,703 CHF | 34,218 CHF | 100.00% | 100.00% |
11/11/2024 | 1.85% | 1.39 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,265 CHF | 36,458 CHF | 96.82% | 96.82% |
08/11/2024 | 1.94% | 1.36 CHF | 1.39 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,765 CHF | 34,261 CHF | 99.79% | 99.79% |
07/11/2024 | 1.95% | 1.32 CHF | 1.35 CHF | 40,000 | 25,000 | 40,000 | 24,741 | 54,942 CHF | 34,656 CHF | 99.06% | 99.06% |