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 | 2.63% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 70,003 | 50,000 | 54,848 CHF | 40,219 CHF | 100.00% | 100.00% |
19/11/2024 | 2.70% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,749 CHF | 39,443 CHF | 100.00% | 100.00% |
18/11/2024 | 2.99% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,816 CHF | 35,299 CHF | 100.00% | 100.00% |
15/11/2024 | 2.97% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 79,949 | 50,000 | 55,122 CHF | 35,515 CHF | 100.00% | 100.00% |
14/11/2024 | 2.96% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 79,761 | 50,000 | 54,754 CHF | 35,360 CHF | 99.27% | 99.27% |
13/11/2024 | 3.25% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,802 | 49,435 | 51,709 CHF | 32,684 CHF | 99.40% | 99.40% |
12/11/2024 | 2.96% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 79,489 | 50,000 | 55,010 CHF | 35,652 CHF | 100.00% | 100.00% |
11/11/2024 | 3.16% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,001 | 50,000 | 52,146 CHF | 33,636 CHF | 100.00% | 100.00% |
08/11/2024 | 3.62% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 94,203 | 50,000 | 53,173 CHF | 29,350 CHF | 100.00% | 100.00% |
07/11/2024 | 3.83% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 93,485 | 48,722 | 51,969 CHF | 28,143 CHF | 98.89% | 98.89% |