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 | 1.63% | 0.86 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,554 CHF | 23,527 CHF | 100.00% | 100.00% |
19/11/2024 | 1.88% | 0.89 CHF | 0.91 CHF | 60,000 | 25,000 | 60,234 | 25,000 | 52,490 CHF | 22,203 CHF | 100.00% | 100.00% |
18/11/2024 | 1.51% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 57,628 | 25,000 | 56,808 CHF | 25,079 CHF | 93.88% | 93.88% |
15/11/2024 | 1.48% | 1.06 CHF | 1.08 CHF | 50,000 | 25,000 | 50,629 | 25,000 | 52,495 CHF | 26,326 CHF | 100.00% | 100.00% |
14/11/2024 | 1.66% | 0.87 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,625 CHF | 22,718 CHF | 99.22% | 99.22% |
13/11/2024 | 1.88% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 64,706 | 24,942 | 54,137 CHF | 21,297 CHF | 99.36% | 99.36% |
12/11/2024 | 1.66% | 0.85 CHF | 0.87 CHF | 60,000 | 25,000 | 53,531 | 25,000 | 53,479 CHF | 25,503 CHF | 100.00% | 100.00% |
11/11/2024 | 1.34% | 1.11 CHF | 1.13 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,242 CHF | 27,993 CHF | 100.00% | 100.00% |
08/11/2024 | 2.50% | 1.00 CHF | 1.02 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 12,068 CHF | 12,374 CHF | 86.95% | 86.95% |
07/11/2024 | 1.82% | 0.89 CHF | 0.91 CHF | 60,000 | 25,000 | 62,992 | 24,784 | 53,623 CHF | 21,606 CHF | 95.10% | 95.10% |