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 | 1.13% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,095 CHF | 89,095 CHF | 100.00% | 100.00% |
19/11/2024 | 1.27% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 85,059 CHF | 86,066 CHF | 99.98% | 99.98% |
18/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,069 CHF | 89,069 CHF | 100.00% | 100.00% |
15/11/2024 | 1.29% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 98,217 | 98,210 | 86,062 CHF | 87,055 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 89,540 CHF | 90,544 CHF | 99.28% | 99.28% |
13/11/2024 | 1.24% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 82,323 CHF | 83,325 CHF | 95.61% | 95.61% |
12/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,155 CHF | 83,155 CHF | 100.00% | 100.00% |
11/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,135 CHF | 79,135 CHF | 100.00% | 100.00% |
08/11/2024 | 1.45% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,334 CHF | 69,334 CHF | 100.00% | 100.00% |
07/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 67,756 CHF | 68,757 CHF | 99.99% | 99.99% |