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 | 1.72% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,745 CHF | 29,247 CHF | 100.00% | 100.00% |
19/11/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,688 CHF | 27,344 CHF | 99.94% | 99.94% |
18/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 96,172 | 50,000 | 53,233 CHF | 28,189 CHF | 100.00% | 100.00% |
15/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 93,333 | 50,000 | 52,049 CHF | 28,398 CHF | 100.00% | 100.00% |
14/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,932 CHF | 29,907 CHF | 99.44% | 99.44% |
13/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 49,819 | 53,442 CHF | 30,083 CHF | 98.88% | 98.88% |
12/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,908 | 50,000 | 55,619 CHF | 31,432 CHF | 100.00% | 100.00% |
11/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,892 CHF | 32,932 CHF | 100.00% | 100.00% |
08/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,604 CHF | 33,378 CHF | 88.69% | 88.69% |
07/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 48,703 | 53,381 CHF | 33,006 CHF | 99.06% | 99.06% |