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 | 3.22% | 0.82 CHF | 0.85 CHF | 70,000 | 50,000 | 60,190 | 50,000 | 55,175 CHF | 47,348 CHF | 99.53% | 99.53% |
19/11/2024 | 3.23% | 0.92 CHF | 0.95 CHF | 60,000 | 50,000 | 59,309 | 50,000 | 54,245 CHF | 47,298 CHF | 99.55% | 99.55% |
18/11/2024 | 2.78% | 1.08 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,304 CHF | 54,804 CHF | 99.57% | 99.57% |
15/11/2024 | 2.91% | 1.02 CHF | 1.05 CHF | 50,000 | 50,000 | 52,074 | 50,000 | 52,816 CHF | 52,291 CHF | 98.91% | 98.91% |
14/11/2024 | 3.33% | 0.95 CHF | 0.98 CHF | 60,000 | 50,000 | 61,477 | 50,000 | 54,577 CHF | 45,975 CHF | 98.73% | 98.73% |
13/11/2024 | 3.72% | 0.76 CHF | 0.79 CHF | 70,000 | 50,000 | 69,087 | 50,000 | 54,762 CHF | 41,170 CHF | 96.12% | 96.12% |
12/11/2024 | 2.97% | 0.87 CHF | 0.90 CHF | 60,000 | 50,000 | 53,323 | 50,000 | 53,037 CHF | 51,416 CHF | 99.55% | 99.55% |
11/11/2024 | 3.04% | 1.03 CHF | 1.06 CHF | 50,000 | 50,000 | 56,463 | 50,000 | 54,891 CHF | 50,227 CHF | 99.57% | 99.57% |
08/11/2024 | 3.06% | 0.90 CHF | 0.93 CHF | 60,000 | 50,000 | 57,299 | 50,000 | 55,213 CHF | 49,809 CHF | 99.52% | 99.52% |
07/11/2024 | 2.52% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,884 CHF | 60,384 CHF | 99.48% | 99.48% |