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 | 1.19% | 1.94 CHF | 1.97 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,257 CHF | 19,989 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 1.93 CHF | 1.96 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 56,670 CHF | 19,118 CHF | 99.99% | 99.99% |
18/11/2024 | 1.37% | 1.89 CHF | 1.92 CHF | 30,000 | 10,000 | 30,000 | 9,445 | 56,102 CHF | 17,895 CHF | 99.43% | 99.43% |
15/11/2024 | 1.34% | 1.84 CHF | 1.87 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,638 CHF | 18,459 CHF | 94.50% | 94.50% |
14/11/2024 | 1.13% | 2.00 CHF | 2.02 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,903 CHF | 20,869 CHF | 99.44% | 99.44% |
13/11/2024 | 1.15% | 2.08 CHF | 2.10 CHF | 30,000 | 10,000 | 30,000 | 9,981 | 61,193 CHF | 20,595 CHF | 92.83% | 92.83% |
12/11/2024 | 1.13% | 2.05 CHF | 2.07 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,544 CHF | 20,749 CHF | 98.69% | 98.69% |
11/11/2024 | 1.08% | 2.06 CHF | 2.08 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 60,742 CHF | 20,466 CHF | 66.13% | 66.13% |
08/11/2024 | 1.24% | 1.89 CHF | 1.91 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 56,240 CHF | 18,981 CHF | 90.93% | 90.93% |
07/11/2024 | 1.26% | 1.82 CHF | 1.85 CHF | 30,000 | 10,000 | 30,000 | 9,975 | 55,140 CHF | 18,568 CHF | 32.18% | 32.18% |