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 | 3.47% | 0.83 CHF | 0.86 CHF | 70,000 | 50,000 | 60,250 | 50,000 | 53,532 CHF | 46,004 CHF | 100.00% | 100.00% |
19/11/2024 | 3.54% | 0.85 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,457 CHF | 45,290 CHF | 100.00% | 100.00% |
18/11/2024 | 4.36% | 0.81 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 44,486 | 56,332 CHF | 37,383 CHF | 100.00% | 100.00% |
15/11/2024 | 3.78% | 0.81 CHF | 0.84 CHF | 70,000 | 50,000 | 69,952 | 50,000 | 56,653 CHF | 42,055 CHF | 100.00% | 100.00% |
14/11/2024 | 3.79% | 0.81 CHF | 0.85 CHF | 70,000 | 50,000 | 69,860 | 50,000 | 56,431 CHF | 41,953 CHF | 99.27% | 99.27% |
13/11/2024 | 4.00% | 0.79 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 49,435 | 53,824 CHF | 39,553 CHF | 99.40% | 99.40% |
12/11/2024 | 3.77% | 0.81 CHF | 0.84 CHF | 70,000 | 50,000 | 69,417 | 50,000 | 56,546 CHF | 42,307 CHF | 100.00% | 100.00% |
11/11/2024 | 3.81% | 0.79 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,820 CHF | 40,676 CHF | 100.00% | 100.00% |
08/11/2024 | 2.97% | 0.76 CHF | 0.79 CHF | 70,000 | 50,000 | 75,424 | 50,000 | 53,576 CHF | 36,668 CHF | 100.00% | 100.00% |
07/11/2024 | 3.08% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 79,329 | 48,722 | 55,720 CHF | 35,280 CHF | 98.89% | 98.89% |