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 | 0.88% | 1.19 CHF | 1.20 CHF | 50,000 | 1,000 | 42,054 | 1,000 | 55,619 CHF | 1,343 CHF | 99.69% | 99.69% |
19/11/2024 | 0.77% | 1.48 CHF | 1.49 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 58,192 CHF | 1,466 CHF | 99.69% | 99.69% |
18/11/2024 | 1.10% | 1.24 CHF | 1.26 CHF | 50,000 | 1,000 | 52,423 | 1,000 | 55,243 CHF | 1,071 CHF | 98.89% | 98.89% |
15/11/2024 | 0.89% | 1.19 CHF | 1.21 CHF | 50,000 | 1,000 | 41,267 | 1,000 | 57,658 CHF | 1,416 CHF | 96.24% | 96.24% |
14/11/2024 | 0.80% | 1.56 CHF | 1.57 CHF | 40,000 | 1,000 | 39,717 | 1,000 | 56,942 CHF | 1,447 CHF | 99.69% | 99.69% |
13/11/2024 | 0.71% | 1.31 CHF | 1.32 CHF | 40,000 | 1,000 | 32,613 | 1,000 | 54,167 CHF | 1,690 CHF | 96.87% | 96.87% |
12/11/2024 | 0.69% | 1.52 CHF | 1.54 CHF | 40,000 | 1,000 | 35,727 | 1,000 | 58,447 CHF | 1,659 CHF | 99.63% | 99.63% |
11/11/2024 | 0.56% | 1.87 CHF | 1.89 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 65,016 CHF | 2,179 CHF | 99.69% | 99.69% |
08/11/2024 | 0.44% | 2.58 CHF | 2.60 CHF | 20,000 | 1,000 | 20,448 | 1,000 | 55,460 CHF | 2,729 CHF | 99.41% | 99.41% |
07/11/2024 | 0.54% | 2.50 CHF | 2.51 CHF | 20,000 | 1,000 | 29,709 | 1,000 | 62,936 CHF | 2,134 CHF | 99.09% | 99.09% |