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 | 2.06% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 53,624 | 50,000 | 53,721 CHF | 51,219 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 56,357 | 50,000 | 55,619 CHF | 50,443 CHF | 100.00% | 100.00% |
18/11/2024 | 2.27% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,312 CHF | 46,299 CHF | 100.00% | 100.00% |
15/11/2024 | 2.27% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,564 CHF | 46,515 CHF | 100.00% | 100.00% |
14/11/2024 | 2.25% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,387 CHF | 46,351 CHF | 99.27% | 99.27% |
13/11/2024 | 2.44% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,259 | 49,435 | 51,806 CHF | 43,547 CHF | 99.40% | 99.40% |
12/11/2024 | 2.29% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,717 CHF | 46,652 CHF | 100.00% | 100.00% |
11/11/2024 | 2.32% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,309 CHF | 44,615 CHF | 100.00% | 100.00% |
08/11/2024 | 2.54% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 68,853 | 50,000 | 54,056 CHF | 40,312 CHF | 100.00% | 100.00% |
07/11/2024 | 2.77% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 48,722 | 54,325 CHF | 38,850 CHF | 98.89% | 98.89% |