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 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 54,740 CHF | 55,732 CHF | 100.00% | 100.00% |
19/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 56,454 CHF | 57,445 CHF | 98.90% | 98.90% |
18/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 55,476 CHF | 56,467 CHF | 100.00% | 100.00% |
15/11/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,071 CHF | 58,071 CHF | 71.71% | 71.71% |
14/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 56,808 CHF | 57,799 CHF | 100.00% | 100.00% |
13/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 57,155 CHF | 58,146 CHF | 99.33% | 99.33% |
12/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 56,084 CHF | 57,075 CHF | 100.00% | 100.00% |
11/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 52,631 CHF | 53,622 CHF | 100.00% | 100.00% |
08/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 52,650 CHF | 53,641 CHF | 100.00% | 100.00% |
07/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 53,474 CHF | 54,466 CHF | 100.00% | 100.00% |