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% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,018 | 50,000 | 53,110 CHF | 44,826 CHF | 100.00% | 100.00% |
19/11/2024 | 1.30% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,707 | 50,000 | 52,312 CHF | 43,670 CHF | 99.99% | 99.99% |
18/11/2024 | 1.74% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 44,487 | 54,487 CHF | 35,195 CHF | 100.00% | 100.00% |
15/11/2024 | 1.44% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,260 CHF | 39,318 CHF | 100.00% | 100.00% |
14/11/2024 | 1.35% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,023 | 50,000 | 51,447 CHF | 43,441 CHF | 98.83% | 98.83% |
13/11/2024 | 1.40% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 65,489 | 49,680 | 55,046 CHF | 42,420 CHF | 92.01% | 92.01% |
12/11/2024 | 1.17% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,795 CHF | 48,730 CHF | 100.00% | 100.00% |
11/11/2024 | 1.13% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,002 | 50,000 | 52,240 CHF | 52,833 CHF | 99.81% | 99.81% |
08/11/2024 | 1.27% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 59,256 | 50,000 | 56,831 CHF | 48,594 CHF | 100.00% | 100.00% |
07/11/2024 | 1.25% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 56,869 | 48,703 | 55,828 CHF | 48,408 CHF | 99.13% | 99.13% |