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 | 100,000 | 100,000 | 99,061 | 99,061 | 86,786 CHF | 87,778 CHF | 100.00% | 100.00% |
19/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 88,348 CHF | 89,340 CHF | 98.90% | 98.90% |
18/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 87,285 CHF | 88,277 CHF | 100.00% | 100.00% |
15/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,359 CHF | 90,359 CHF | 72.13% | 72.13% |
14/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 89,090 CHF | 90,082 CHF | 100.00% | 100.00% |
13/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 89,137 CHF | 90,129 CHF | 99.32% | 99.32% |
12/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 88,129 CHF | 89,120 CHF | 100.00% | 100.00% |
11/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 84,539 CHF | 85,530 CHF | 100.00% | 100.00% |
08/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 84,987 CHF | 85,978 CHF | 100.00% | 100.00% |
07/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 85,495 CHF | 86,487 CHF | 100.00% | 100.00% |