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 | 1.31% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,957 CHF | 19,163 CHF | 100.00% | 100.00% |
19/11/2024 | 1.24% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 69,416 | 25,000 | 55,883 CHF | 20,384 CHF | 100.00% | 100.00% |
18/11/2024 | 1.54% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 68,892 | 21,692 | 52,519 CHF | 16,804 CHF | 100.00% | 100.00% |
15/11/2024 | 1.74% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 49,847 | 20,444 | 37,380 CHF | 15,678 CHF | 100.00% | 100.00% |
14/11/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 68,736 | 25,000 | 55,243 CHF | 20,360 CHF | 99.44% | 99.44% |
13/11/2024 | 1.44% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 72,518 | 24,387 | 51,863 CHF | 17,867 CHF | 97.54% | 97.54% |
12/11/2024 | 0.89% | 0.91 CHF | 0.93 CHF | 12,500 | 12,500 | 48,508 | 24,522 | 57,384 CHF | 29,202 CHF | 98.63% | 98.63% |
11/11/2024 | 1.50% | 1.30 CHF | 1.32 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,044 CHF | 33,020 CHF | 93.97% | 93.97% |
08/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,862 CHF | 30,181 CHF | 96.20% | 96.20% |
07/11/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50,000 | 25,000 | 48,832 | 24,221 | 59,999 CHF | 30,043 CHF | 99.06% | 99.06% |