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 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 70,600 | 49,465 | 51,757 CHF | 36,830 CHF | 100.00% | 100.00% |
19/11/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,757 | 50,000 | 52,227 CHF | 37,434 CHF | 100.00% | 100.00% |
18/11/2024 | 1.56% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 78,586 | 50,000 | 55,557 CHF | 35,915 CHF | 100.00% | 100.00% |
15/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,416 CHF | 33,885 CHF | 100.00% | 100.00% |
14/11/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,442 CHF | 34,526 CHF | 99.27% | 99.27% |
13/11/2024 | 1.67% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 49,375 | 53,402 CHF | 33,512 CHF | 99.40% | 99.40% |
12/11/2024 | 1.60% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,921 CHF | 38,412 CHF | 100.00% | 100.00% |
11/11/2024 | 1.58% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 64,095 | 50,000 | 53,837 CHF | 42,705 CHF | 100.00% | 100.00% |
08/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,095 | 50,000 | 51,049 CHF | 42,975 CHF | 100.00% | 100.00% |
07/11/2024 | 1.50% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 57,424 | 47,945 | 50,327 CHF | 42,613 CHF | 99.06% | 99.06% |