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 | 2.42% | 0.82 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,831 CHF | 65,391 CHF | 100.00% | 100.00% |
19/11/2024 | 2.61% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 69,576 | 50,000 | 54,591 CHF | 40,288 CHF | 99.81% | 99.81% |
18/11/2024 | 2.85% | 0.81 CHF | 0.83 CHF | 75,000 | 75,000 | 73,823 | 63,971 | 58,997 CHF | 52,396 CHF | 100.00% | 100.00% |
15/11/2024 | 2.82% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 74,907 | 50,000 | 54,026 CHF | 37,170 CHF | 99.90% | 99.90% |
14/11/2024 | 2.93% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 69,102 | 48,154 | 50,244 CHF | 36,081 CHF | 97.21% | 97.21% |
13/11/2024 | 2.51% | 0.82 CHF | 0.84 CHF | 75,000 | 75,000 | 74,853 | 74,123 | 61,231 CHF | 62,158 CHF | 98.65% | 98.65% |
12/11/2024 | 2.63% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,648 CHF | 40,073 CHF | 96.80% | 96.80% |
11/11/2024 | 2.37% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,536 CHF | 44,829 CHF | 99.56% | 99.56% |
08/11/2024 | 2.43% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,050 | 50,000 | 51,436 CHF | 43,881 CHF | 99.31% | 99.31% |
07/11/2024 | 2.38% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 57,512 | 48,041 | 52,590 CHF | 44,955 CHF | 97.45% | 97.45% |