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 | 1.73% | 0.80 CHF | 0.82 CHF | 70,000 | 25,000 | 61,689 | 25,000 | 53,335 CHF | 22,025 CHF | 100.00% | 100.00% |
19/11/2024 | 2.01% | 0.83 CHF | 0.85 CHF | 70,000 | 25,000 | 68,179 | 25,000 | 55,255 CHF | 20,703 CHF | 100.00% | 100.00% |
18/11/2024 | 1.70% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 59,040 | 25,000 | 54,668 CHF | 23,579 CHF | 93.88% | 93.88% |
15/11/2024 | 1.52% | 1.00 CHF | 1.02 CHF | 50,000 | 25,000 | 57,415 | 25,000 | 56,058 CHF | 24,815 CHF | 100.00% | 100.00% |
14/11/2024 | 1.78% | 0.81 CHF | 0.83 CHF | 70,000 | 25,000 | 66,543 | 25,000 | 55,379 CHF | 21,218 CHF | 99.22% | 99.22% |
13/11/2024 | 2.01% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 24,942 | 54,456 CHF | 19,799 CHF | 99.36% | 99.36% |
12/11/2024 | 1.77% | 0.79 CHF | 0.81 CHF | 70,000 | 25,000 | 59,508 | 25,000 | 55,925 CHF | 24,003 CHF | 100.00% | 100.00% |
11/11/2024 | 1.42% | 1.05 CHF | 1.07 CHF | 50,000 | 25,000 | 50,003 | 25,000 | 52,245 CHF | 26,493 CHF | 100.00% | 100.00% |
08/11/2024 | 2.72% | 0.93 CHF | 0.96 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,312 CHF | 11,624 CHF | 86.95% | 86.95% |
07/11/2024 | 1.97% | 0.83 CHF | 0.85 CHF | 70,000 | 25,000 | 66,549 | 24,635 | 53,314 CHF | 20,257 CHF | 70.48% | 70.48% |