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 | 1.63% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,778 CHF | 34,165 CHF | 100.00% | 100.00% |
19/11/2024 | 1.68% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 81,735 | 50,000 | 51,879 CHF | 32,292 CHF | 100.00% | 100.00% |
18/11/2024 | 1.66% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,225 CHF | 33,821 CHF | 100.00% | 100.00% |
15/11/2024 | 1.71% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 81,609 | 50,000 | 52,724 CHF | 32,895 CHF | 100.00% | 100.00% |
14/11/2024 | 1.62% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,195 CHF | 34,424 CHF | 99.52% | 99.52% |
13/11/2024 | 1.62% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 49,700 | 53,382 CHF | 33,703 CHF | 98.35% | 98.35% |
12/11/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 71,601 | 50,000 | 51,936 CHF | 36,834 CHF | 99.93% | 99.93% |
11/11/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,389 CHF | 39,370 CHF | 100.00% | 100.00% |
08/11/2024 | 1.58% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 74,242 | 50,000 | 53,233 CHF | 36,451 CHF | 100.00% | 100.00% |
07/11/2024 | 1.59% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 72,675 | 48,695 | 52,504 CHF | 35,773 CHF | 98.50% | 98.50% |