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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 45,124 CHF | 45,724 CHF | 99.38% | 99.38% |
20/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,020 CHF | 49,620 CHF | 99.39% | 99.39% |
19/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 12,265 CHF | 12,415 CHF | 99.27% | 99.27% |
18/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 13,029 CHF | 13,179 CHF | 99.31% | 99.31% |
15/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 13,809 CHF | 13,959 CHF | 99.39% | 99.39% |
14/11/2024 | 0.92% | 0.99 CHF | 1.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,238 CHF | 16,388 CHF | 99.35% | 99.35% |
13/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 17,421 CHF | 17,571 CHF | 99.37% | 99.37% |
12/11/2024 | 0.81% | 1.17 CHF | 1.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,387 CHF | 18,537 CHF | 99.09% | 99.09% |
11/11/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,057 CHF | 26,257 CHF | 99.28% | 99.28% |
08/11/2024 | 0.85% | 1.28 CHF | 1.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,607 CHF | 23,807 CHF | 99.38% | 99.38% |