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 | 2.64% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 37,417 CHF | 38,409 CHF | 100.00% | 100.00% |
19/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 38,922 CHF | 39,914 CHF | 98.94% | 98.94% |
18/11/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 37,886 CHF | 38,878 CHF | 100.00% | 100.00% |
15/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,492 CHF | 40,492 CHF | 72.05% | 72.05% |
14/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 39,619 CHF | 40,610 CHF | 100.00% | 100.00% |
13/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 39,701 CHF | 40,693 CHF | 99.32% | 99.32% |
12/11/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 38,697 CHF | 39,688 CHF | 100.00% | 100.00% |
11/11/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 35,104 CHF | 36,096 CHF | 100.00% | 100.00% |
08/11/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 35,516 CHF | 36,507 CHF | 100.00% | 100.00% |
07/11/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 36,016 CHF | 37,008 CHF | 100.00% | 100.00% |