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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.49% | 0.65 CHF | 0.67 CHF | 78,357 | 50,000 | 79,010 | 50,000 | 49,517 CHF | 32,133 CHF | 100.00% | 100.00% |
22/11/2024 | 2.55% | 0.60 CHF | 0.62 CHF | 80,000 | 50,000 | 80,097 | 50,000 | 47,028 CHF | 30,118 CHF | 100.00% | 100.00% |
20/11/2024 | 2.78% | 0.63 CHF | 0.64 CHF | 78,769 | 50,000 | 77,703 | 50,000 | 51,962 CHF | 34,385 CHF | 100.00% | 100.00% |
19/11/2024 | 3.09% | 0.60 CHF | 0.62 CHF | 78,976 | 50,000 | 79,015 | 50,000 | 47,716 CHF | 31,145 CHF | 100.00% | 100.00% |
18/11/2024 | 2.96% | 0.61 CHF | 0.63 CHF | 79,062 | 50,000 | 78,833 | 50,000 | 49,367 CHF | 32,254 CHF | 100.00% | 100.00% |
15/11/2024 | 2.25% | 0.63 CHF | 0.65 CHF | 78,821 | 50,000 | 78,477 | 50,000 | 51,185 CHF | 33,355 CHF | 99.99% | 99.99% |
14/11/2024 | 2.63% | 0.70 CHF | 0.72 CHF | 77,229 | 50,000 | 77,517 | 50,000 | 54,030 CHF | 35,779 CHF | 99.52% | 99.52% |
13/11/2024 | 2.69% | 0.68 CHF | 0.70 CHF | 77,452 | 50,000 | 77,509 | 49,383 | 52,133 CHF | 34,120 CHF | 99.32% | 99.32% |
12/11/2024 | 2.36% | 0.66 CHF | 0.68 CHF | 77,678 | 50,000 | 77,642 | 50,000 | 51,553 CHF | 33,991 CHF | 100.00% | 100.00% |
11/11/2024 | 2.36% | 0.68 CHF | 0.70 CHF | 77,032 | 50,000 | 74,305 | 50,000 | 52,347 CHF | 36,113 CHF | 81.37% | 81.37% |