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 | 3.21% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,509 CHF | 48,630 CHF | 100.00% | 100.00% |
19/11/2024 | 3.22% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,747 CHF | 47,977 CHF | 100.00% | 100.00% |
18/11/2024 | 3.00% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,017 | 44,486 | 51,964 CHF | 39,664 CHF | 100.00% | 100.00% |
15/11/2024 | 2.45% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,245 CHF | 44,619 CHF | 100.00% | 100.00% |
14/11/2024 | 2.44% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,170 CHF | 44,547 CHF | 99.27% | 99.27% |
13/11/2024 | 2.49% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 66,398 | 49,435 | 55,233 CHF | 42,175 CHF | 99.40% | 99.40% |
12/11/2024 | 2.44% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,596 CHF | 44,914 CHF | 100.00% | 100.00% |
11/11/2024 | 2.41% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,171 | 50,000 | 51,193 CHF | 43,579 CHF | 100.00% | 100.00% |
08/11/2024 | 2.60% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,768 CHF | 40,148 CHF | 100.00% | 100.00% |
07/11/2024 | 2.77% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 48,722 | 54,176 CHF | 38,747 CHF | 98.89% | 98.89% |