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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,068 | 50,000 | 51,093 CHF | 32,407 CHF | 100.00% | 100.00% |
22/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,123 CHF | 33,077 CHF | 100.00% | 100.00% |
20/11/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 77,742 | 50,000 | 54,013 CHF | 35,274 CHF | 100.00% | 100.00% |
19/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,812 | 50,000 | 55,669 CHF | 35,378 CHF | 99.40% | 99.40% |
18/11/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 76,902 | 50,000 | 54,482 CHF | 35,952 CHF | 100.00% | 100.00% |
15/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,881 CHF | 37,558 CHF | 100.00% | 100.00% |
14/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 50,922 CHF | 36,873 CHF | 99.52% | 99.52% |
13/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 71,663 | 49,704 | 52,351 CHF | 36,840 CHF | 99.32% | 99.32% |
12/11/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,633 CHF | 34,021 CHF | 100.00% | 100.00% |
11/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,027 CHF | 33,017 CHF | 100.00% | 100.00% |