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 | 1.27% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 69,859 | 50,000 | 55,710 CHF | 40,386 CHF | 100.00% | 100.00% |
19/11/2024 | 1.44% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,063 CHF | 38,452 CHF | 100.00% | 100.00% |
18/11/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,260 CHF | 39,987 CHF | 100.00% | 100.00% |
15/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,341 CHF | 39,350 CHF | 100.00% | 100.00% |
14/11/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,801 CHF | 41,098 CHF | 99.52% | 99.52% |
13/11/2024 | 1.42% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 69,777 | 49,700 | 55,950 CHF | 40,427 CHF | 98.35% | 98.35% |
12/11/2024 | 1.33% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,928 | 50,000 | 52,462 CHF | 43,653 CHF | 99.93% | 99.93% |
11/11/2024 | 1.28% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,628 CHF | 46,111 CHF | 100.00% | 100.00% |
08/11/2024 | 1.29% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,815 | 50,000 | 51,775 CHF | 43,134 CHF | 100.00% | 100.00% |
07/11/2024 | 1.41% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 60,293 | 48,695 | 51,641 CHF | 42,305 CHF | 98.50% | 98.50% |