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 | 1.55% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,790 | 99,790 | 63,794 CHF | 64,792 CHF | 99.11% | 99.11% |
19/11/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,920 CHF | 60,920 CHF | 99.15% | 99.15% |
18/11/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,992 | 99,992 | 64,425 CHF | 65,425 CHF | 98.82% | 98.82% |
15/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 81,074 | 81,074 | 54,057 CHF | 54,868 CHF | 21.43% | 98.32% |
14/11/2024 | - | 0.79 CHF | - CHF | 75,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.70% |
13/11/2024 | - | 0.78 CHF | - CHF | 75,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.51% |
12/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 25,845 CHF | 26,225 CHF | 29.85% | 99.05% |
11/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 26,084 CHF | 26,464 CHF | 8.21% | 99.34% |
08/11/2024 | 1.40% | 0.72 CHF | 0.72 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 26,980 CHF | 27,360 CHF | 0.34% | 99.32% |
07/11/2024 | 1.44% | 0.75 CHF | 0.74 CHF | 38,000 | 38,000 | 38,012 | 38,012 | 26,182 CHF | 26,562 CHF | 79.77% | 99.36% |