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 | 1.83% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 78,596 | 49,465 | 53,557 CHF | 34,332 CHF | 100.00% | 100.00% |
19/11/2024 | 1.75% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,908 CHF | 34,922 CHF | 100.00% | 100.00% |
18/11/2024 | 1.83% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,410 CHF | 33,360 CHF | 100.00% | 100.00% |
15/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 88,633 | 50,000 | 54,480 CHF | 31,247 CHF | 100.00% | 100.00% |
14/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 83,693 | 50,000 | 52,589 CHF | 31,955 CHF | 99.27% | 99.27% |
13/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 87,923 | 49,375 | 54,223 CHF | 30,994 CHF | 99.40% | 99.40% |
12/11/2024 | 1.63% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 79,391 | 50,000 | 55,918 CHF | 35,801 CHF | 100.00% | 100.00% |
11/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,351 CHF | 40,036 CHF | 100.00% | 100.00% |
08/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,896 CHF | 40,426 CHF | 100.00% | 100.00% |
07/11/2024 | 1.40% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 64,381 | 47,945 | 53,106 CHF | 40,113 CHF | 99.06% | 99.06% |