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 | 2.89% | 0.93 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,501 CHF | 23,376 CHF | 100.00% | 100.00% |
19/11/2024 | 3.12% | 0.88 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,393 CHF | 22,523 CHF | 100.00% | 100.00% |
18/11/2024 | 2.90% | 0.88 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,784 CHF | 22,641 CHF | 99.63% | 99.63% |
15/11/2024 | 3.11% | 0.89 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,434 CHF | 22,968 CHF | 100.00% | 100.00% |
14/11/2024 | 3.26% | 0.90 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,608 CHF | 23,077 CHF | 99.44% | 99.44% |
13/11/2024 | 3.05% | 0.89 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 24,964 | 53,398 CHF | 22,903 CHF | 98.88% | 98.88% |
12/11/2024 | 3.11% | 0.87 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,358 CHF | 22,934 CHF | 100.00% | 100.00% |
11/11/2024 | 3.12% | 0.92 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,157 CHF | 23,711 CHF | 100.00% | 100.00% |
08/11/2024 | 3.24% | 0.91 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,656 CHF | 23,523 CHF | 100.00% | 100.00% |
07/11/2024 | 3.34% | 0.92 CHF | 0.95 CHF | 60,000 | 25,000 | 58,179 | 24,376 | 54,225 CHF | 23,470 CHF | 99.06% | 99.06% |