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 | 1.90% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,694 CHF | 54,725 CHF | 100.00% | 100.00% |
19/11/2024 | 1.95% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,892 CHF | 53,935 CHF | 100.00% | 100.00% |
18/11/2024 | 2.11% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 59,512 | 50,000 | 58,024 CHF | 49,799 CHF | 100.00% | 100.00% |
15/11/2024 | 2.10% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 59,556 | 50,000 | 58,324 CHF | 50,015 CHF | 100.00% | 100.00% |
14/11/2024 | 2.09% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 58,635 | 50,000 | 57,212 CHF | 49,846 CHF | 99.27% | 99.27% |
13/11/2024 | 2.27% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 49,435 | 55,776 CHF | 46,999 CHF | 99.40% | 99.40% |
12/11/2024 | 2.12% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 57,737 | 50,000 | 56,633 CHF | 50,136 CHF | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,440 CHF | 48,080 CHF | 100.00% | 100.00% |
08/11/2024 | 2.38% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 63,493 | 50,000 | 54,129 CHF | 43,748 CHF | 100.00% | 100.00% |
07/11/2024 | 2.60% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 61,438 | 48,764 | 51,836 CHF | 42,230 CHF | 98.71% | 98.71% |