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 | 1.45% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 79,601 | 50,000 | 54,633 CHF | 34,826 CHF | 100.00% | 100.00% |
19/11/2024 | 1.56% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 78,479 | 50,000 | 55,272 CHF | 35,795 CHF | 100.00% | 100.00% |
18/11/2024 | 1.57% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 78,316 | 50,000 | 55,262 CHF | 35,857 CHF | 100.00% | 100.00% |
15/11/2024 | 1.57% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,575 CHF | 34,650 CHF | 100.00% | 100.00% |
14/11/2024 | 1.47% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 78,250 | 50,000 | 52,749 CHF | 34,262 CHF | 99.52% | 99.52% |
13/11/2024 | 1.73% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 49,704 | 52,425 CHF | 29,453 CHF | 99.32% | 99.32% |
12/11/2024 | 1.63% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 89,937 | 50,000 | 54,681 CHF | 30,901 CHF | 100.00% | 100.00% |
11/11/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,364 CHF | 33,895 CHF | 100.00% | 100.00% |
08/11/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,064 CHF | 34,915 CHF | 100.00% | 100.00% |
07/11/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 70,585 | 48,695 | 52,085 CHF | 36,472 CHF | 98.51% | 98.51% |