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 | 2.59% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 63,799 | 50,000 | 53,251 CHF | 42,904 CHF | 100.00% | 100.00% |
19/11/2024 | 2.55% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 69,121 | 50,000 | 56,678 CHF | 42,072 CHF | 100.00% | 100.00% |
18/11/2024 | 2.81% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,104 | 50,000 | 51,759 CHF | 37,971 CHF | 100.00% | 100.00% |
15/11/2024 | 2.81% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,943 CHF | 38,158 CHF | 100.00% | 100.00% |
14/11/2024 | 2.84% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,130 | 50,000 | 51,778 CHF | 37,979 CHF | 96.42% | 96.42% |
13/11/2024 | 3.02% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 79,843 | 49,435 | 55,269 CHF | 35,262 CHF | 99.40% | 99.40% |
12/11/2024 | 2.85% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,141 CHF | 38,320 CHF | 100.00% | 100.00% |
11/11/2024 | 2.85% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 78,983 | 50,000 | 55,579 CHF | 36,211 CHF | 100.00% | 100.00% |
08/11/2024 | 3.27% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 85,775 | 50,000 | 52,821 CHF | 31,898 CHF | 100.00% | 100.00% |
07/11/2024 | 3.54% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 89,793 | 48,764 | 54,590 CHF | 30,694 CHF | 98.71% | 98.71% |