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 | 1.41% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,608 CHF | 38,836 CHF | 100.00% | 100.00% |
19/11/2024 | 1.34% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,321 CHF | 40,770 CHF | 100.00% | 100.00% |
18/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,204 CHF | 39,235 CHF | 100.00% | 100.00% |
15/11/2024 | 1.39% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 69,465 | 50,000 | 54,920 CHF | 40,102 CHF | 100.00% | 100.00% |
14/11/2024 | 1.45% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,955 CHF | 38,376 CHF | 99.52% | 99.52% |
13/11/2024 | 1.49% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 49,700 | 53,660 CHF | 38,666 CHF | 98.35% | 98.35% |
12/11/2024 | 1.70% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 77,517 | 50,000 | 54,932 CHF | 36,076 CHF | 99.93% | 99.93% |
11/11/2024 | 1.61% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,924 CHF | 33,615 CHF | 100.00% | 100.00% |
08/11/2024 | 1.57% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 72,783 | 50,000 | 52,434 CHF | 36,619 CHF | 100.00% | 100.00% |
07/11/2024 | 1.58% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 74,338 | 48,695 | 53,213 CHF | 35,427 CHF | 98.50% | 98.50% |