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 | 2.61% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,956 CHF | 38,826 CHF | 100.00% | 100.00% |
19/11/2024 | 2.70% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 70,575 | 50,000 | 51,573 CHF | 37,546 CHF | 100.00% | 100.00% |
18/11/2024 | 3.03% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 71,898 | 43,384 | 51,975 CHF | 32,339 CHF | 100.00% | 100.00% |
15/11/2024 | 2.87% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 79,864 | 50,000 | 54,876 CHF | 35,359 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,915 CHF | 33,083 CHF | 99.27% | 99.27% |
13/11/2024 | 1.77% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 49,436 | 51,720 CHF | 32,526 CHF | 99.40% | 99.40% |
12/11/2024 | 2.92% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,973 CHF | 34,733 CHF | 100.00% | 100.00% |
11/11/2024 | 2.78% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 77,482 | 50,000 | 55,038 CHF | 36,533 CHF | 100.00% | 100.00% |
08/11/2024 | 2.63% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,766 CHF | 34,501 CHF | 100.00% | 100.00% |
07/11/2024 | 2.90% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 78,506 | 48,746 | 54,683 CHF | 34,930 CHF | 99.05% | 99.05% |