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 | 1.15% | 0.88 CHF | 0.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 51,765 CHF | 52,365 CHF | 99.56% | 99.56% |
19/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 48,795 CHF | 49,395 CHF | 99.51% | 99.51% |
18/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 46,830 CHF | 47,430 CHF | 99.45% | 99.51% |
15/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 46,734 CHF | 47,334 CHF | 98.91% | 98.91% |
14/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 47,224 CHF | 47,824 CHF | 99.52% | 99.52% |
13/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 33,081 CHF | 33,531 CHF | 99.51% | 99.51% |
12/11/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,670 CHF | 50,170 CHF | 99.52% | 99.52% |
11/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 43,070 CHF | 43,520 CHF | 99.48% | 99.48% |
08/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 46,501 CHF | 46,951 CHF | 99.50% | 99.50% |
07/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 36,479 CHF | 36,829 CHF | 99.04% | 99.04% |