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 | 2.79% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,384 CHF | 49,171 CHF | 100.00% | 100.00% |
19/11/2024 | 2.86% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,855 CHF | 46,181 CHF | 100.00% | 100.00% |
18/11/2024 | 3.25% | 0.90 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 43,383 | 55,024 CHF | 41,028 CHF | 100.00% | 100.00% |
15/11/2024 | 2.97% | 0.92 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,208 CHF | 48,251 CHF | 100.00% | 100.00% |
14/11/2024 | 2.51% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 59,631 | 50,000 | 58,563 CHF | 50,358 CHF | 99.52% | 99.52% |
13/11/2024 | 2.70% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 49,383 | 57,563 CHF | 48,673 CHF | 99.32% | 99.32% |
12/11/2024 | 2.88% | 0.95 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,989 CHF | 48,878 CHF | 100.00% | 100.00% |
11/11/2024 | 2.58% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 54,365 | 50,000 | 53,770 CHF | 50,823 CHF | 80.53% | 80.53% |
08/11/2024 | 2.64% | 0.93 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,985 CHF | 47,903 CHF | 100.00% | 100.00% |
07/11/2024 | 2.85% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 48,444 | 55,831 CHF | 46,399 CHF | 99.12% | 99.12% |