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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,890 | 100,000 | 52,504 CHF | 49,235 CHF | 100.00% | 100.00% |
22/11/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,508 | 99,265 | 53,210 CHF | 53,605 CHF | 99.93% | 99.93% |
20/11/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,552 | 100,000 | 51,586 CHF | 48,556 CHF | 100.00% | 100.00% |
19/11/2024 | 2.24% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 106,945 | 98,649 | 51,853 CHF | 48,858 CHF | 99.96% | 99.96% |
18/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 113,602 | 100,000 | 51,826 CHF | 46,641 CHF | 100.00% | 100.00% |
15/11/2024 | 2.57% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,352 | 98,210 | 51,180 CHF | 44,227 CHF | 99.99% | 99.99% |
14/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 114,105 | 99,347 | 51,907 CHF | 46,233 CHF | 99.28% | 99.28% |
13/11/2024 | 2.25% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 116,321 | 99,584 | 52,621 CHF | 46,090 CHF | 93.70% | 93.70% |
12/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 112,789 | 100,000 | 51,962 CHF | 47,097 CHF | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 116,747 | 100,000 | 52,426 CHF | 45,935 CHF | 99.99% | 99.99% |