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 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,512 CHF | 89,512 CHF | 99.97% | 99.97% |
19/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,394 CHF | 91,394 CHF | 99.85% | 99.85% |
18/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,136 CHF | 90,136 CHF | 99.91% | 99.91% |
15/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,584 CHF | 91,584 CHF | 100.00% | 100.00% |
14/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,173 CHF | 92,173 CHF | 99.84% | 99.84% |
13/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,388 CHF | 92,388 CHF | 99.93% | 99.93% |
12/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,076 CHF | 91,076 CHF | 99.80% | 99.80% |
11/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,515 CHF | 86,515 CHF | 99.82% | 99.82% |
08/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,005 CHF | 87,005 CHF | 99.88% | 99.88% |
07/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,722 CHF | 87,722 CHF | 99.90% | 99.90% |