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 | 1.03% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 74,738 | 74,738 | 72,006 CHF | 72,754 CHF | 99.36% | 99.36% |
19/11/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 74,857 | 74,857 | 65,836 CHF | 66,584 CHF | 99.26% | 99.26% |
18/11/2024 | 0.97% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 57,344 | 57,344 | 58,544 CHF | 59,118 CHF | 99.25% | 99.25% |
15/11/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 52,506 | 52,506 | 54,084 CHF | 54,610 CHF | 99.38% | 99.38% |
14/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 64,636 | 64,636 | 63,680 CHF | 64,327 CHF | 99.35% | 99.35% |
13/11/2024 | 1.12% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 73,268 | 73,268 | 65,473 CHF | 66,206 CHF | 99.38% | 99.38% |
12/11/2024 | 1.85% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 103,136 | 103,136 | 55,539 CHF | 56,570 CHF | 99.07% | 99.07% |
11/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 101,456 | 101,456 | 54,280 CHF | 55,295 CHF | 99.25% | 99.25% |
08/11/2024 | 2.37% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 128,929 | 128,929 | 53,719 CHF | 55,008 CHF | 99.37% | 99.37% |
07/11/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 144,646 | 144,646 | 54,491 CHF | 55,938 CHF | 99.26% | 99.26% |