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 | 1.71% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,235 CHF | 29,520 CHF | 100.00% | 100.00% |
19/11/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 87,648 | 50,000 | 53,439 CHF | 31,012 CHF | 100.00% | 100.00% |
18/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,201 CHF | 30,612 CHF | 100.00% | 100.00% |
15/11/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,214 | 50,000 | 53,608 CHF | 30,560 CHF | 100.00% | 100.00% |
14/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 81,946 | 50,000 | 52,449 CHF | 32,527 CHF | 99.22% | 99.22% |
13/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 49,448 | 53,329 CHF | 33,456 CHF | 99.36% | 99.36% |
12/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,329 CHF | 33,206 CHF | 100.00% | 100.00% |
11/11/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,119 CHF | 30,011 CHF | 100.00% | 100.00% |
08/11/2024 | 2.64% | 0.62 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,765 CHF | 17,214 CHF | 100.00% | 100.00% |
07/11/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 48,697 | 54,916 CHF | 30,212 CHF | 98.73% | 98.73% |