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 | 2.46% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 60,158 | 50,000 | 54,025 CHF | 46,029 CHF | 100.00% | 100.00% |
19/11/2024 | 2.32% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,921 CHF | 45,137 CHF | 100.00% | 100.00% |
18/11/2024 | 2.68% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,013 CHF | 41,098 CHF | 100.00% | 100.00% |
15/11/2024 | 2.68% | 0.80 CHF | 0.83 CHF | 70,000 | 50,000 | 69,997 | 50,000 | 56,257 CHF | 41,275 CHF | 100.00% | 100.00% |
14/11/2024 | 2.67% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,035 CHF | 41,110 CHF | 99.27% | 99.27% |
13/11/2024 | 2.85% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 49,435 | 52,854 CHF | 38,395 CHF | 99.40% | 99.40% |
12/11/2024 | 2.63% | 0.80 CHF | 0.83 CHF | 70,000 | 50,000 | 69,820 | 50,000 | 56,381 CHF | 41,455 CHF | 100.00% | 100.00% |
11/11/2024 | 2.71% | 0.77 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,638 CHF | 39,365 CHF | 100.00% | 100.00% |
08/11/2024 | 3.02% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 78,283 | 50,000 | 53,226 CHF | 35,098 CHF | 100.00% | 100.00% |
07/11/2024 | 3.20% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 48,722 | 53,636 CHF | 33,706 CHF | 98.89% | 98.89% |