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 | 1.22% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,770 CHF | 44,514 CHF | 100.00% | 100.00% |
19/11/2024 | 1.24% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,110 CHF | 46,498 CHF | 100.00% | 100.00% |
18/11/2024 | 1.21% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,328 CHF | 44,983 CHF | 100.00% | 100.00% |
15/11/2024 | 1.19% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,252 CHF | 45,752 CHF | 100.00% | 100.00% |
14/11/2024 | 1.27% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,146 CHF | 44,009 CHF | 99.52% | 99.52% |
13/11/2024 | 1.26% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 49,700 | 52,847 CHF | 44,330 CHF | 98.35% | 98.35% |
12/11/2024 | 1.26% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 68,399 | 50,000 | 56,319 CHF | 41,722 CHF | 99.93% | 99.93% |
11/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,131 CHF | 39,191 CHF | 100.00% | 100.00% |
08/11/2024 | 1.30% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 64,892 | 50,000 | 54,131 CHF | 42,290 CHF | 100.00% | 100.00% |
07/11/2024 | 1.37% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 66,713 | 48,695 | 55,326 CHF | 40,963 CHF | 98.50% | 98.50% |