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 | 1.58% | 0.69 CHF | 0.70 CHF | 70,000 | 70,000 | 40,298 | 40,298 | 26,439 CHF | 26,844 CHF | 99.90% | 99.90% |
19/11/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 70,000 | 70,000 | 40,363 | 40,363 | 25,227 CHF | 25,633 CHF | 98.91% | 98.91% |
18/11/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 70,000 | 70,000 | 40,264 | 40,264 | 21,957 CHF | 22,362 CHF | 99.59% | 99.59% |
15/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 70,000 | 70,000 | 40,238 | 40,238 | 20,863 CHF | 21,268 CHF | 99.89% | 99.89% |
14/11/2024 | 2.14% | 0.53 CHF | 0.54 CHF | 70,000 | 70,000 | 39,179 | 39,179 | 19,157 CHF | 19,551 CHF | 98.81% | 98.81% |
13/11/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 70,000 | 70,000 | 40,296 | 40,296 | 22,213 CHF | 22,618 CHF | 100.00% | 100.00% |
12/11/2024 | 2.48% | 0.56 CHF | 0.57 CHF | 70,000 | 70,000 | 37,509 | 37,509 | 20,906 CHF | 21,375 CHF | 99.57% | 99.57% |
11/11/2024 | 1.50% | 0.61 CHF | 0.62 CHF | 70,000 | 70,000 | 39,956 | 39,956 | 27,285 CHF | 27,690 CHF | 99.93% | 99.93% |
08/11/2024 | 2.55% | 0.76 CHF | 0.77 CHF | 70,000 | 70,000 | 27,566 | 27,566 | 20,819 CHF | 21,123 CHF | 98.37% | 98.37% |
07/11/2024 | 1.93% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 33,410 | 33,410 | 25,618 CHF | 26,043 CHF | 98.22% | 98.22% |