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 | 1.66% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,657 CHF | 30,310 CHF | 100.00% | 100.00% |
19/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,010 CHF | 30,505 CHF | 95.85% | 95.85% |
18/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,776 CHF | 30,376 CHF | 99.57% | 99.57% |
15/11/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,844 CHF | 29,302 CHF | 100.00% | 100.00% |
14/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 50,858 CHF | 28,755 CHF | 99.44% | 99.44% |
13/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 92,781 | 49,878 | 52,018 CHF | 28,484 CHF | 94.79% | 94.79% |
12/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,069 CHF | 27,034 CHF | 100.00% | 100.00% |
11/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,195 CHF | 26,098 CHF | 94.79% | 94.79% |
08/11/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 101,088 | 50,000 | 52,168 CHF | 26,317 CHF | 100.00% | 100.00% |
07/11/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 109,564 | 48,444 | 53,257 CHF | 24,025 CHF | 99.06% | 99.06% |