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 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,373 CHF | 34,483 CHF | 100.00% | 100.00% |
19/11/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 76,044 | 50,000 | 53,934 CHF | 36,003 CHF | 100.00% | 100.00% |
18/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,674 | 50,000 | 55,944 CHF | 35,612 CHF | 100.00% | 100.00% |
15/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 78,985 | 50,000 | 55,353 CHF | 35,560 CHF | 100.00% | 100.00% |
14/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,024 | 50,000 | 51,854 CHF | 37,527 CHF | 99.22% | 99.22% |
13/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 49,448 | 53,663 CHF | 38,401 CHF | 99.36% | 99.36% |
12/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,788 CHF | 38,206 CHF | 100.00% | 100.00% |
11/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,989 | 50,000 | 55,209 CHF | 35,011 CHF | 100.00% | 100.00% |
08/11/2024 | 2.30% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,265 CHF | 19,714 CHF | 100.00% | 100.00% |
07/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 77,259 | 48,697 | 54,870 CHF | 35,100 CHF | 98.73% | 98.73% |