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 | 1.26% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,084 CHF | 39,846 CHF | 99.00% | 99.00% |
19/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,658 CHF | 40,255 CHF | 100.00% | 100.00% |
18/11/2024 | 1.83% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,412 | 50,000 | 51,683 CHF | 37,386 CHF | 100.00% | 100.00% |
15/11/2024 | 2.01% | 0.69 CHF | 0.71 CHF | 78,995 | 50,000 | 78,246 | 50,000 | 54,832 CHF | 35,763 CHF | 100.00% | 100.00% |
14/11/2024 | 1.84% | 0.70 CHF | 0.71 CHF | 79,005 | 50,000 | 78,071 | 50,000 | 54,564 CHF | 35,608 CHF | 99.22% | 99.22% |
13/11/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 72,125 | 49,710 | 53,021 CHF | 37,092 CHF | 99.36% | 99.36% |
12/11/2024 | 1.78% | 0.71 CHF | 0.72 CHF | 78,709 | 50,000 | 77,343 | 50,000 | 50,456 CHF | 33,196 CHF | 100.00% | 100.00% |
11/11/2024 | 1.90% | 0.59 CHF | 0.60 CHF | 75,807 | 50,000 | 75,819 | 50,000 | 44,910 CHF | 30,183 CHF | 100.00% | 100.00% |
08/11/2024 | 1.75% | 0.65 CHF | 0.67 CHF | 76,731 | 50,000 | 76,666 | 50,000 | 50,550 CHF | 33,547 CHF | 100.00% | 100.00% |
07/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 76,000 | 50,000 | 76,647 | 48,696 | 52,267 CHF | 33,679 CHF | 98.73% | 98.73% |