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 | 1.73% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 82,460 | 50,000 | 52,468 CHF | 32,405 CHF | 100.00% | 100.00% |
19/11/2024 | 1.63% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,032 CHF | 34,325 CHF | 100.00% | 100.00% |
18/11/2024 | 1.77% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,646 CHF | 32,854 CHF | 100.00% | 100.00% |
15/11/2024 | 1.64% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,964 CHF | 33,650 CHF | 100.00% | 100.00% |
14/11/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 84,455 | 50,000 | 53,006 CHF | 31,928 CHF | 99.52% | 99.52% |
13/11/2024 | 1.79% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 82,318 | 49,700 | 52,444 CHF | 32,270 CHF | 98.35% | 98.35% |
12/11/2024 | 2.07% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,308 CHF | 29,666 CHF | 99.93% | 99.93% |
11/11/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,229 CHF | 27,139 CHF | 100.00% | 100.00% |
08/11/2024 | 1.89% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,314 CHF | 30,184 CHF | 100.00% | 100.00% |
07/11/2024 | 2.00% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 48,695 | 52,859 CHF | 29,164 CHF | 98.50% | 98.50% |