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 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,915 CHF | 43,763 CHF | 100.00% | 100.00% |
19/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,672 CHF | 45,226 CHF | 100.00% | 100.00% |
18/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,127 CHF | 44,773 CHF | 100.00% | 100.00% |
15/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,101 CHF | 44,751 CHF | 100.00% | 100.00% |
14/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,446 CHF | 46,705 CHF | 99.22% | 99.22% |
13/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 49,448 | 57,004 CHF | 47,476 CHF | 99.36% | 99.36% |
12/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,332 CHF | 47,443 CHF | 100.00% | 100.00% |
11/11/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,546 CHF | 44,288 CHF | 100.00% | 100.00% |
08/11/2024 | 1.71% | 0.91 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,880 CHF | 24,291 CHF | 100.00% | 100.00% |
07/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 48,696 | 53,598 CHF | 44,002 CHF | 98.73% | 98.73% |