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 | 1.68% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,809 CHF | 33,565 CHF | 100.00% | 100.00% |
19/11/2024 | 1.71% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 74,616 | 50,000 | 53,183 CHF | 36,291 CHF | 99.40% | 99.40% |
18/11/2024 | 1.70% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 79,017 | 50,000 | 54,980 CHF | 35,404 CHF | 100.00% | 100.00% |
15/11/2024 | 2.01% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 77,698 | 50,000 | 52,244 CHF | 34,390 CHF | 100.00% | 100.00% |
14/11/2024 | 2.08% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 81,232 | 50,000 | 51,390 CHF | 32,307 CHF | 99.52% | 99.52% |
13/11/2024 | 2.41% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 86,220 | 49,383 | 51,404 CHF | 30,172 CHF | 99.32% | 99.32% |
12/11/2024 | 2.39% | 0.57 CHF | 0.59 CHF | 86,123 | 50,000 | 85,338 | 50,000 | 45,058 CHF | 27,035 CHF | 100.00% | 100.00% |
11/11/2024 | 2.77% | 0.55 CHF | 0.56 CHF | 85,458 | 50,000 | 85,441 | 50,000 | 46,810 CHF | 28,161 CHF | 100.00% | 100.00% |
08/11/2024 | 2.06% | 0.55 CHF | 0.56 CHF | 84,895 | 50,000 | 84,967 | 50,000 | 47,919 CHF | 28,787 CHF | 100.00% | 100.00% |
07/11/2024 | 1.96% | 0.60 CHF | 0.61 CHF | 85,613 | 50,000 | 84,164 | 48,444 | 52,121 CHF | 30,638 CHF | 99.13% | 99.13% |