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 | 1.12% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,282 CHF | 44,902 CHF | 100.00% | 100.00% |
19/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,743 CHF | 45,286 CHF | 100.00% | 100.00% |
18/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,833 | 50,000 | 51,849 CHF | 43,134 CHF | 100.00% | 100.00% |
15/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,668 | 50,000 | 56,731 CHF | 41,221 CHF | 100.00% | 100.00% |
14/11/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 63,065 | 50,000 | 53,452 CHF | 42,959 CHF | 99.44% | 99.44% |
13/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 49,519 | 52,097 CHF | 43,491 CHF | 98.88% | 98.88% |
12/11/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,042 | 50,000 | 50,852 CHF | 42,848 CHF | 100.00% | 100.00% |
11/11/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,070 CHF | 38,407 CHF | 100.00% | 100.00% |
08/11/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,216 | 25,000 | 52,940 CHF | 19,102 CHF | 100.00% | 100.00% |
07/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 82,446 | 24,740 | 52,250 CHF | 15,940 CHF | 99.06% | 99.06% |