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 | 1.12% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,913 CHF | 89,913 CHF | 100.00% | 100.00% |
19/11/2024 | 1.26% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 85,867 CHF | 86,874 CHF | 99.96% | 99.96% |
18/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,752 CHF | 89,752 CHF | 100.00% | 100.00% |
15/11/2024 | 1.28% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 98,217 | 98,210 | 86,858 CHF | 87,851 CHF | 100.00% | 100.00% |
14/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 90,301 CHF | 91,305 CHF | 99.29% | 99.29% |
13/11/2024 | 1.23% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 99,596 | 99,596 | 83,071 CHF | 84,073 CHF | 96.51% | 96.51% |
12/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,975 CHF | 83,975 CHF | 100.00% | 100.00% |
11/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,973 CHF | 79,973 CHF | 100.00% | 100.00% |
08/11/2024 | 1.44% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,150 CHF | 70,150 CHF | 100.00% | 100.00% |
07/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 68,506 CHF | 69,508 CHF | 99.99% | 99.99% |