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 | 1.34% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,058 | 97,958 | 74,088 CHF | 74,238 CHF | 99.77% | 99.98% |
19/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,478 | 99,460 | 72,654 CHF | 73,636 CHF | 96.84% | 98.68% |
18/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,487 | 99,462 | 74,341 CHF | 75,318 CHF | 98.14% | 99.97% |
15/11/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,278 CHF | 75,278 CHF | 70.86% | 70.86% |
14/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,488 | 99,460 | 76,604 CHF | 77,578 CHF | 98.13% | 99.97% |
13/11/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,285 | 98,379 | 69,118 CHF | 69,465 CHF | 90.90% | 91.72% |
12/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 99,072 | 97,935 | 68,555 CHF | 68,750 CHF | 99.80% | 99.95% |
11/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,073 | 97,953 | 64,637 CHF | 64,875 CHF | 99.77% | 99.95% |
08/11/2024 | 1.80% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,062 | 98,218 | 55,140 CHF | 55,651 CHF | 99.47% | 99.96% |
07/11/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,493 | 98,697 | 55,017 CHF | 55,580 CHF | 98.98% | 99.96% |