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 | 1.30% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,431 CHF | 77,431 CHF | 99.97% | 99.97% |
19/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,336 CHF | 79,336 CHF | 99.85% | 99.85% |
18/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,106 CHF | 78,106 CHF | 99.91% | 99.91% |
15/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,407 CHF | 79,407 CHF | 100.00% | 100.00% |
14/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,112 CHF | 80,112 CHF | 99.71% | 99.71% |
13/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,293 CHF | 80,293 CHF | 99.93% | 99.93% |
12/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,976 CHF | 78,976 CHF | 99.79% | 99.79% |
11/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,422 CHF | 74,422 CHF | 99.81% | 99.81% |
08/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,852 CHF | 74,852 CHF | 99.88% | 99.88% |
07/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,563 CHF | 75,563 CHF | 99.90% | 99.90% |