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 | 1.50% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 78,647 | 50,000 | 52,180 CHF | 33,743 CHF | 100.00% | 100.00% |
19/11/2024 | 1.22% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 68,352 | 50,000 | 55,678 CHF | 41,285 CHF | 92.96% | 92.96% |
18/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 75,515 | 50,000 | 53,986 CHF | 36,301 CHF | 100.00% | 100.00% |
15/11/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,931 | 75,000 | 53,472 CHF | 45,346 CHF | 100.00% | 100.00% |
14/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,475 | 50,000 | 52,594 CHF | 29,584 CHF | 99.22% | 99.22% |
13/11/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 78,778 | 49,710 | 54,991 CHF | 35,221 CHF | 99.36% | 99.36% |
12/11/2024 | 1.63% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 88,506 | 75,000 | 53,762 CHF | 46,400 CHF | 100.00% | 100.00% |
11/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 96,097 | 48,734 | 50,989 CHF | 26,369 CHF | 100.00% | 100.00% |
08/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 81,514 | 50,000 | 53,090 CHF | 33,105 CHF | 100.00% | 100.00% |
07/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 86,826 | 50,000 | 53,086 CHF | 31,120 CHF | 90.22% | 90.22% |