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 | 1.09% | 1.76 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,167 CHF | 92,167 CHF | 93.70% | 93.70% |
19/11/2024 | 1.25% | 1.60 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,206 CHF | 80,206 CHF | 93.05% | 93.05% |
18/11/2024 | 1.15% | 1.65 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,284 CHF | 87,284 CHF | 93.59% | 93.59% |
15/11/2024 | 0.99% | 1.86 CHF | 1.88 CHF | 50,000 | 50,000 | 29,876 | 29,876 | 59,885 CHF | 60,483 CHF | 98.83% | 98.83% |
14/11/2024 | 1.04% | 2.21 CHF | 2.23 CHF | 25,000 | 25,000 | 45,593 | 45,593 | 86,280 CHF | 87,192 CHF | 98.25% | 98.25% |
13/11/2024 | 1.25% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 44,568 | 44,568 | 71,415 CHF | 72,306 CHF | 97.80% | 97.80% |
12/11/2024 | 2.01% | 1.04 CHF | 1.06 CHF | 25,000 | 25,000 | 33,567 | 33,567 | 32,971 CHF | 33,642 CHF | 99.05% | 99.05% |
11/11/2024 | 2.20% | 0.96 CHF | 0.98 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 34,195 CHF | 34,955 CHF | 99.38% | 99.38% |
08/11/2024 | 2.36% | 0.83 CHF | 0.85 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 31,783 CHF | 32,543 CHF | 99.30% | 99.30% |
07/11/2024 | 2.51% | 0.83 CHF | 0.85 CHF | 38,000 | 38,000 | 38,268 | 38,268 | 30,103 CHF | 30,868 CHF | 99.33% | 99.33% |