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 | 0.98% | 1.52 CHF | 1.54 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,127 CHF | 37,948 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 1.46 CHF | 1.48 CHF | 40,000 | 25,000 | 34,853 | 23,353 | 54,303 CHF | 36,927 CHF | 94.92% | 94.92% |
18/11/2024 | 0.92% | 1.75 CHF | 1.77 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 51,888 CHF | 43,641 CHF | 100.00% | 100.00% |
15/11/2024 | 0.92% | 1.74 CHF | 1.75 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,531 CHF | 44,182 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 1.83 CHF | 1.84 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,101 CHF | 45,460 CHF | 99.44% | 99.44% |
13/11/2024 | 0.90% | 1.79 CHF | 1.80 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 52,365 CHF | 43,968 CHF | 98.88% | 98.88% |
12/11/2024 | 0.84% | 1.87 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,418 CHF | 48,250 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 1.96 CHF | 1.98 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,327 CHF | 50,692 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 1.94 CHF | 1.95 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,414 CHF | 48,249 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 1.89 CHF | 1.91 CHF | 30,000 | 25,000 | 30,000 | 24,741 | 58,403 CHF | 48,589 CHF | 99.06% | 99.06% |