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 | 1.39% | 0.87 CHF | 0.88 CHF | 53,324 | 10,000 | 52,295 | 10,000 | 46,993 CHF | 9,115 CHF | 100.00% | 100.00% |
19/11/2024 | 1.58% | 0.88 CHF | 0.89 CHF | 53,667 | 10,000 | 54,741 | 10,000 | 45,996 CHF | 8,540 CHF | 99.99% | 99.99% |
18/11/2024 | 1.90% | 0.85 CHF | 0.86 CHF | 54,801 | 10,000 | 55,056 | 9,447 | 44,892 CHF | 7,848 CHF | 99.80% | 99.80% |
15/11/2024 | 1.78% | 0.78 CHF | 0.80 CHF | 55,736 | 10,000 | 56,614 | 10,000 | 43,706 CHF | 7,860 CHF | 99.54% | 99.54% |
14/11/2024 | 1.38% | 0.92 CHF | 0.93 CHF | 52,132 | 10,000 | 49,789 | 10,000 | 48,042 CHF | 9,790 CHF | 99.44% | 99.44% |
13/11/2024 | 1.49% | 0.98 CHF | 0.99 CHF | 49,144 | 10,000 | 49,692 | 9,982 | 46,674 CHF | 9,518 CHF | 97.60% | 97.60% |
12/11/2024 | 1.43% | 0.95 CHF | 0.97 CHF | 49,295 | 10,000 | 49,190 | 10,000 | 47,294 CHF | 9,754 CHF | 98.69% | 98.69% |
11/11/2024 | 1.33% | 0.97 CHF | 0.98 CHF | 49,308 | 10,000 | 48,115 | 10,000 | 44,900 CHF | 9,456 CHF | 66.13% | 66.13% |
08/11/2024 | 1.52% | 0.83 CHF | 0.85 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 24,650 CHF | 8,342 CHF | 90.93% | 90.93% |
07/11/2024 | 1.49% | 0.80 CHF | 0.81 CHF | 30,000 | 10,000 | 29,924 | 9,975 | 24,041 CHF | 8,133 CHF | 32.18% | 32.18% |