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 | 1.30% | 1.72 CHF | 1.74 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 52,525 CHF | 17,738 CHF | 100.00% | 100.00% |
19/11/2024 | 1.41% | 1.71 CHF | 1.74 CHF | 30,000 | 10,000 | 33,117 | 10,000 | 55,280 CHF | 16,959 CHF | 99.99% | 99.99% |
18/11/2024 | 1.61% | 1.68 CHF | 1.71 CHF | 30,000 | 10,000 | 38,123 | 9,445 | 62,792 CHF | 15,820 CHF | 99.43% | 99.43% |
15/11/2024 | 1.53% | 1.61 CHF | 1.64 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 63,847 CHF | 16,207 CHF | 94.50% | 94.50% |
14/11/2024 | 1.22% | 1.77 CHF | 1.79 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 55,219 CHF | 18,632 CHF | 99.44% | 99.44% |
13/11/2024 | 1.29% | 1.86 CHF | 1.88 CHF | 30,000 | 10,000 | 30,000 | 9,982 | 54,495 CHF | 18,367 CHF | 97.60% | 97.60% |
12/11/2024 | 1.27% | 1.83 CHF | 1.85 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 55,171 CHF | 18,626 CHF | 98.69% | 98.69% |
11/11/2024 | 1.27% | 1.84 CHF | 1.87 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,130 CHF | 18,274 CHF | 66.13% | 66.13% |
08/11/2024 | 1.45% | 1.67 CHF | 1.69 CHF | 30,000 | 10,000 | 35,497 | 10,000 | 58,625 CHF | 16,792 CHF | 90.93% | 90.93% |
07/11/2024 | 1.39% | 1.62 CHF | 1.64 CHF | 40,000 | 10,000 | 39,991 | 9,975 | 65,083 CHF | 16,463 CHF | 32.18% | 32.18% |