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 | 1.20% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 67,397 | 50,000 | 55,672 CHF | 41,831 CHF | 100.00% | 100.00% |
19/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,039 | 50,000 | 51,378 CHF | 43,288 CHF | 100.00% | 100.00% |
18/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,023 | 50,000 | 50,985 CHF | 42,972 CHF | 100.00% | 100.00% |
15/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 62,535 | 50,000 | 52,935 CHF | 42,859 CHF | 100.00% | 100.00% |
14/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,143 CHF | 44,786 CHF | 99.22% | 99.22% |
13/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 49,448 | 54,778 CHF | 45,644 CHF | 99.36% | 99.36% |
12/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,962 CHF | 45,468 CHF | 100.00% | 100.00% |
11/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 65,207 | 50,000 | 54,525 CHF | 42,357 CHF | 100.00% | 100.00% |
08/11/2024 | 1.86% | 0.87 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,935 CHF | 23,365 CHF | 100.00% | 100.00% |
07/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,003 | 48,697 | 51,278 CHF | 42,109 CHF | 98.73% | 98.73% |