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 | 2.61% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,587 CHF | 40,755 CHF | 100.00% | 100.00% |
19/11/2024 | 2.63% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,499 CHF | 39,967 CHF | 100.00% | 100.00% |
18/11/2024 | 3.08% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 79,487 | 50,000 | 55,279 CHF | 35,869 CHF | 100.00% | 100.00% |
15/11/2024 | 2.97% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 79,456 | 50,000 | 55,606 CHF | 36,056 CHF | 100.00% | 100.00% |
14/11/2024 | 2.94% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 78,550 | 50,000 | 54,696 CHF | 35,877 CHF | 98.91% | 98.91% |
13/11/2024 | 3.20% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,163 | 49,435 | 52,137 CHF | 33,190 CHF | 99.40% | 99.40% |
12/11/2024 | 2.97% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 77,402 | 50,000 | 54,323 CHF | 36,181 CHF | 100.00% | 100.00% |
11/11/2024 | 3.05% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,945 CHF | 34,115 CHF | 100.00% | 100.00% |
08/11/2024 | 3.47% | 0.63 CHF | 0.66 CHF | 80,000 | 50,000 | 92,362 | 50,000 | 52,964 CHF | 29,782 CHF | 100.00% | 100.00% |
07/11/2024 | 3.85% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 91,166 | 48,722 | 51,541 CHF | 28,619 CHF | 98.89% | 98.89% |