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 | 2.05% | 0.95 CHF | 0.98 CHF | 60,000 | 50,000 | 51,663 | 50,000 | 52,399 CHF | 51,828 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 53,124 | 50,000 | 53,049 CHF | 51,047 CHF | 100.00% | 100.00% |
18/11/2024 | 2.27% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,053 CHF | 46,931 CHF | 100.00% | 100.00% |
15/11/2024 | 2.28% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,267 CHF | 47,119 CHF | 100.00% | 100.00% |
14/11/2024 | 2.24% | 0.92 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,055 CHF | 46,919 CHF | 98.36% | 98.36% |
13/11/2024 | 2.42% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 49,435 | 52,285 CHF | 44,124 CHF | 99.40% | 99.40% |
12/11/2024 | 2.24% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,446 CHF | 47,250 CHF | 100.00% | 100.00% |
11/11/2024 | 2.34% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,974 CHF | 45,191 CHF | 100.00% | 100.00% |
08/11/2024 | 2.55% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 68,533 | 50,000 | 54,503 CHF | 40,850 CHF | 100.00% | 100.00% |
07/11/2024 | 2.72% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 48,722 | 55,094 CHF | 39,376 CHF | 98.89% | 98.89% |