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 | 2.50% | 1.61 CHF | 1.62 CHF | 40,000 | 25,000 | 40,000 | 12,934 | 61,610 CHF | 20,432 CHF | 99.64% | 99.64% |
19/11/2024 | 2.42% | 1.59 CHF | 1.61 CHF | 40,000 | 25,000 | 40,000 | 12,934 | 62,785 CHF | 20,828 CHF | 99.61% | 99.61% |
18/11/2024 | 2.42% | 1.57 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 12,932 | 62,910 CHF | 20,841 CHF | 99.65% | 99.65% |
15/11/2024 | 2.47% | 1.59 CHF | 1.60 CHF | 40,000 | 20,000 | 40,000 | 11,868 | 62,012 CHF | 18,866 CHF | 99.57% | 99.57% |
14/11/2024 | 2.91% | 1.39 CHF | 1.40 CHF | 40,000 | 20,000 | 40,000 | 11,866 | 51,581 CHF | 15,826 CHF | 99.65% | 99.65% |
13/11/2024 | 2.69% | 1.19 CHF | 1.21 CHF | 50,000 | 20,000 | 41,725 | 12,217 | 53,909 CHF | 16,039 CHF | 92.22% | 92.22% |
12/11/2024 | 3.06% | 1.38 CHF | 1.39 CHF | 40,000 | 20,000 | 47,151 | 11,866 | 59,048 CHF | 15,441 CHF | 99.66% | 99.66% |
11/11/2024 | 3.28% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 49,329 | 11,883 | 57,504 CHF | 14,400 CHF | 98.73% | 98.73% |
08/11/2024 | 2.55% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 40,000 | 11,882 | 57,594 CHF | 17,275 CHF | 99.66% | 99.66% |
07/11/2024 | 2.80% | 1.48 CHF | 1.49 CHF | 40,000 | 20,000 | 40,000 | 11,882 | 55,100 CHF | 16,966 CHF | 99.64% | 99.64% |