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 | 1.02% | 1.01 CHF | 1.02 CHF | 60,000 | 60,000 | 60,000 | 36,514 | 58,320 CHF | 36,051 CHF | 99.61% | 99.61% |
19/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60,000 | 60,000 | 60,000 | 36,515 | 56,546 CHF | 34,848 CHF | 99.63% | 99.63% |
18/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 60,000 | 60,000 | 60,000 | 36,589 | 51,759 CHF | 32,001 CHF | 98.51% | 98.51% |
15/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70,000 | 60,000 | 61,982 | 36,515 | 52,113 CHF | 30,992 CHF | 99.63% | 99.63% |
14/11/2024 | 1.25% | 0.85 CHF | 0.86 CHF | 60,000 | 60,000 | 68,359 | 36,515 | 54,293 CHF | 29,747 CHF | 99.63% | 99.63% |
13/11/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 70,000 | 60,000 | 60,583 | 36,752 | 53,033 CHF | 32,357 CHF | 96.14% | 96.14% |
12/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60,000 | 60,000 | 60,000 | 36,523 | 52,326 CHF | 32,226 CHF | 99.51% | 99.51% |
11/11/2024 | 0.98% | 0.93 CHF | 0.94 CHF | 60,000 | 60,000 | 53,289 | 36,595 | 54,024 CHF | 37,102 CHF | 98.42% | 98.42% |
08/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 60,000 | 60,000 | 52,172 | 36,517 | 55,476 CHF | 39,246 CHF | 99.60% | 99.60% |
07/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 60,000 | 60,000 | 53,267 | 39,801 | 58,395 CHF | 43,816 CHF | 57.44% | 57.44% |