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 | 1.42% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 78,123 | 50,000 | 54,723 CHF | 35,547 CHF | 100.00% | 100.00% |
19/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 79,990 | 50,000 | 54,526 CHF | 34,583 CHF | 100.00% | 100.00% |
18/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,533 CHF | 34,583 CHF | 100.00% | 100.00% |
15/11/2024 | 1.48% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 79,418 | 50,000 | 55,762 CHF | 35,637 CHF | 100.00% | 100.00% |
14/11/2024 | 1.41% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 75,752 | 50,000 | 53,264 CHF | 35,738 CHF | 99.52% | 99.52% |
13/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 49,704 | 55,814 CHF | 40,138 CHF | 99.32% | 99.32% |
12/11/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,181 CHF | 39,201 CHF | 100.00% | 100.00% |
11/11/2024 | 1.51% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 74,516 | 50,000 | 53,212 CHF | 36,283 CHF | 100.00% | 100.00% |
08/11/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 79,440 | 50,000 | 55,366 CHF | 35,355 CHF | 100.00% | 100.00% |
07/11/2024 | 1.62% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,171 | 48,695 | 51,944 CHF | 32,030 CHF | 98.51% | 98.51% |