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 | 2.23% | 0.88 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,670 CHF | 48,288 CHF | 100.00% | 100.00% |
19/11/2024 | 2.24% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,732 CHF | 47,495 CHF | 100.00% | 100.00% |
18/11/2024 | 2.58% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,241 | 50,000 | 50,958 CHF | 43,403 CHF | 100.00% | 100.00% |
15/11/2024 | 2.46% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,188 | 50,000 | 51,174 CHF | 43,575 CHF | 100.00% | 100.00% |
14/11/2024 | 2.42% | 0.85 CHF | 0.88 CHF | 60,000 | 50,000 | 60,975 | 50,000 | 51,631 CHF | 43,390 CHF | 98.87% | 98.87% |
13/11/2024 | 2.63% | 0.82 CHF | 0.85 CHF | 70,000 | 50,000 | 70,000 | 49,435 | 56,051 CHF | 40,630 CHF | 99.40% | 99.40% |
12/11/2024 | 2.48% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,833 | 50,000 | 51,866 CHF | 43,715 CHF | 100.00% | 100.00% |
11/11/2024 | 2.55% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,835 CHF | 41,645 CHF | 100.00% | 100.00% |
08/11/2024 | 2.78% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 74,703 | 50,000 | 54,069 CHF | 37,303 CHF | 100.00% | 100.00% |
07/11/2024 | 2.98% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 73,485 | 48,722 | 52,599 CHF | 35,938 CHF | 98.89% | 98.89% |