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 | 1.72% | 0.56 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 115,086 CHF | 117,086 CHF | 13.10% | 98.98% |
19/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,654 CHF | 109,654 CHF | 100.00% | 100.00% |
18/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 111,855 CHF | 113,855 CHF | 100.00% | 100.00% |
15/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,750 CHF | 109,750 CHF | 100.00% | 100.00% |
14/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,817 CHF | 107,817 CHF | 99.22% | 99.22% |
13/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 197,794 | 197,504 | 104,020 CHF | 105,841 CHF | 99.36% | 99.36% |
12/11/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,464 CHF | 111,464 CHF | 100.00% | 100.00% |
11/11/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 124,190 CHF | 126,190 CHF | 100.00% | 100.00% |
08/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,892 CHF | 124,892 CHF | 100.00% | 100.00% |
07/11/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 194,271 | 193,489 | 117,149 CHF | 118,630 CHF | 98.73% | 98.73% |