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 | 1.10% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 40,035 | 30,091 | 64,988 CHF | 49,106 CHF | 93.95% | 93.95% |
19/11/2024 | 1.05% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 34,262 | 29,798 | 60,210 CHF | 52,915 CHF | 99.67% | 99.67% |
18/11/2024 | 1.08% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 43,103 | 32,119 | 71,573 CHF | 54,632 CHF | 67.17% | 67.17% |
15/11/2024 | 1.42% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 46,132 | 29,796 | 59,674 CHF | 39,801 CHF | 99.67% | 99.67% |
14/11/2024 | 1.90% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 58,111 | 27,875 | 56,921 CHF | 28,399 CHF | 91.57% | 91.57% |
13/11/2024 | 1.91% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,117 | 29,229 | 54,691 CHF | 26,924 CHF | 97.11% | 97.11% |
12/11/2024 | 2.13% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 64,687 | 29,254 | 55,572 CHF | 26,074 CHF | 87.57% | 87.57% |
11/11/2024 | 2.25% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 66,993 | 28,845 | 53,804 CHF | 23,493 CHF | 97.49% | 97.49% |
08/11/2024 | 1.76% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 52,028 | 29,886 | 53,156 CHF | 30,552 CHF | 98.64% | 98.64% |
07/11/2024 | 1.47% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 42,219 | 29,934 | 52,688 CHF | 37,633 CHF | 97.63% | 97.63% |