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 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 35,129 | 52,758 CHF | 23,541 CHF | 99.65% | 99.65% |
19/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 35,128 | 53,897 CHF | 24,078 CHF | 99.65% | 99.65% |
18/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 71,481 | 35,125 | 52,647 CHF | 26,074 CHF | 99.66% | 99.66% |
15/11/2024 | 3.28% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 36,606 | 22,440 | 28,026 CHF | 17,015 CHF | 98.18% | 98.18% |
14/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 68,550 | 35,139 | 56,809 CHF | 29,490 CHF | 99.55% | 99.55% |
13/11/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 63,280 | 35,522 | 57,612 CHF | 32,339 CHF | 97.10% | 97.10% |
12/11/2024 | 1.09% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 63,197 | 35,127 | 57,555 CHF | 32,245 CHF | 99.64% | 99.64% |
11/11/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 55,327 | 35,124 | 59,173 CHF | 37,775 CHF | 99.65% | 99.65% |
08/11/2024 | 0.94% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 50,551 | 29,811 | 53,511 CHF | 31,618 CHF | 99.17% | 99.17% |
07/11/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 29,834 | 59,515 CHF | 36,003 CHF | 99.65% | 99.65% |