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 | 0.59% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 168,445 CHF | 169,437 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 166,954 CHF | 167,945 CHF | 98.89% | 98.89% |
18/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 162,230 CHF | 163,221 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,386 CHF | 166,386 CHF | 72.07% | 72.07% |
14/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 167,491 CHF | 168,483 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 170,914 CHF | 171,906 CHF | 99.81% | 99.81% |
12/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 171,190 CHF | 172,182 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 98,988 | 98,988 | 166,333 CHF | 167,324 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 165,392 CHF | 166,384 CHF | 100.00% | 100.00% |
07/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 154,302 CHF | 155,294 CHF | 100.00% | 100.00% |