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 | 3.26% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 80,386 | 49,465 | 51,393 CHF | 32,699 CHF | 100.00% | 100.00% |
19/11/2024 | 3.22% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 80,487 | 50,000 | 52,148 CHF | 33,464 CHF | 99.90% | 99.90% |
18/11/2024 | 3.69% | 0.63 CHF | 0.66 CHF | 80,000 | 50,000 | 86,466 | 43,383 | 53,739 CHF | 27,913 CHF | 100.00% | 100.00% |
15/11/2024 | 3.47% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,192 CHF | 30,595 CHF | 100.00% | 100.00% |
14/11/2024 | 3.34% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 89,830 | 50,000 | 54,179 CHF | 31,181 CHF | 99.27% | 99.27% |
13/11/2024 | 3.44% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 89,460 | 49,393 | 53,037 CHF | 30,317 CHF | 97.38% | 97.38% |
12/11/2024 | 3.16% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,249 CHF | 34,351 CHF | 99.48% | 99.48% |
11/11/2024 | 2.88% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,780 CHF | 38,067 CHF | 100.00% | 100.00% |
08/11/2024 | 2.86% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,247 CHF | 38,401 CHF | 100.00% | 100.00% |
07/11/2024 | 2.89% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 66,904 | 47,945 | 51,498 CHF | 37,948 CHF | 99.06% | 99.06% |