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 | 2.40% | 1.51 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 12,934 | 62,113 CHF | 20,483 CHF | 99.64% | 99.64% |
19/11/2024 | 2.50% | 1.51 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 12,934 | 60,675 CHF | 19,997 CHF | 99.62% | 99.62% |
18/11/2024 | 2.54% | 1.56 CHF | 1.57 CHF | 40,000 | 25,000 | 40,000 | 12,932 | 61,113 CHF | 20,169 CHF | 99.66% | 99.66% |
15/11/2024 | 2.45% | 1.55 CHF | 1.56 CHF | 40,000 | 20,000 | 40,000 | 11,868 | 62,384 CHF | 18,910 CHF | 99.58% | 99.58% |
14/11/2024 | 2.06% | 1.75 CHF | 1.77 CHF | 30,000 | 20,000 | 30,000 | 11,866 | 54,897 CHF | 22,029 CHF | 99.65% | 99.65% |
13/11/2024 | 2.07% | 1.93 CHF | 1.95 CHF | 30,000 | 20,000 | 30,000 | 12,280 | 54,134 CHF | 22,801 CHF | 91.01% | 91.01% |
12/11/2024 | 2.03% | 1.74 CHF | 1.76 CHF | 30,000 | 20,000 | 30,000 | 11,866 | 55,279 CHF | 22,172 CHF | 99.67% | 99.67% |
11/11/2024 | 2.02% | 1.85 CHF | 1.86 CHF | 30,000 | 20,000 | 30,000 | 11,883 | 57,709 CHF | 23,199 CHF | 98.75% | 98.75% |
08/11/2024 | 2.31% | 1.83 CHF | 1.84 CHF | 30,000 | 20,000 | 37,907 | 11,882 | 61,366 CHF | 20,007 CHF | 99.67% | 99.67% |
07/11/2024 | 2.25% | 1.62 CHF | 1.63 CHF | 40,000 | 20,000 | 32,162 | 11,881 | 54,481 CHF | 20,433 CHF | 99.65% | 99.65% |