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 | 1.44% | 0.67 CHF | 0.68 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,337 CHF | 41,937 CHF | 100.00% | 100.00% |
19/11/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 39,399 CHF | 39,999 CHF | 100.00% | 100.00% |
18/11/2024 | 1.73% | 0.61 CHF | 0.62 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 40,283 CHF | 40,983 CHF | 100.00% | 100.00% |
15/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 38,888 CHF | 39,688 CHF | 100.00% | 100.00% |
14/11/2024 | 2.35% | 0.47 CHF | 0.48 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 34,028 CHF | 34,828 CHF | 100.00% | 100.00% |
13/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 41,201 CHF | 42,101 CHF | 100.00% | 100.00% |
12/11/2024 | 2.05% | 0.43 CHF | 0.44 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 33,887 CHF | 34,587 CHF | 100.00% | 100.00% |
11/11/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 50,632 CHF | 51,532 CHF | 100.00% | 100.00% |
08/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 32,713 CHF | 33,513 CHF | 100.00% | 100.00% |
07/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,046 CHF | 58,296 CHF | 100.00% | 100.00% |