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 | 1.33% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,685 | 50,000 | 52,958 CHF | 37,980 CHF | 99.00% | 99.00% |
19/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,366 | 50,000 | 51,967 CHF | 37,434 CHF | 100.00% | 100.00% |
18/11/2024 | 1.45% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,043 CHF | 40,614 CHF | 100.00% | 100.00% |
15/11/2024 | 1.40% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 65,402 | 50,000 | 54,439 CHF | 42,237 CHF | 100.00% | 100.00% |
14/11/2024 | 1.34% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 63,588 | 50,000 | 53,141 CHF | 42,392 CHF | 99.22% | 99.22% |
13/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 68,877 | 49,710 | 55,317 CHF | 40,462 CHF | 99.36% | 99.36% |
12/11/2024 | 1.52% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 60,447 | 50,000 | 53,638 CHF | 45,071 CHF | 100.00% | 100.00% |
11/11/2024 | 1.33% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,861 CHF | 48,018 CHF | 100.00% | 100.00% |
08/11/2024 | 1.61% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,842 CHF | 44,747 CHF | 100.00% | 100.00% |
07/11/2024 | 1.43% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 61,971 | 48,696 | 53,069 CHF | 42,411 CHF | 98.73% | 98.73% |