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 | 1.97% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 37,689 CHF | 38,439 CHF | 100.00% | 100.00% |
19/11/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 43,600 CHF | 44,347 CHF | 100.00% | 100.00% |
18/11/2024 | 1.82% | 0.58 CHF | 0.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 41,117 CHF | 41,867 CHF | 100.00% | 100.00% |
15/11/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,385 CHF | 41,135 CHF | 100.00% | 100.00% |
14/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,361 CHF | 44,111 CHF | 99.52% | 99.52% |
13/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 74,146 | 74,146 | 49,839 CHF | 50,582 CHF | 99.32% | 99.32% |
12/11/2024 | 1.62% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,979 CHF | 46,729 CHF | 100.00% | 100.00% |
11/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 44,158 CHF | 44,908 CHF | 100.00% | 100.00% |
08/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,427 CHF | 47,177 CHF | 100.00% | 100.00% |
07/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 75,000 | 75,000 | 72,406 | 72,406 | 42,459 CHF | 43,190 CHF | 99.12% | 99.12% |