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 | 1.74% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,138 CHF | 58,138 CHF | 100.00% | 100.00% |
19/11/2024 | 1.88% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 57,321 CHF | 58,328 CHF | 99.96% | 99.96% |
18/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,214 CHF | 56,214 CHF | 100.00% | 100.00% |
15/11/2024 | 2.10% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 98,226 | 98,210 | 52,723 CHF | 53,714 CHF | 99.99% | 99.99% |
14/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 54,810 CHF | 55,814 CHF | 99.28% | 99.28% |
13/11/2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,541 | 99,541 | 54,565 CHF | 55,567 CHF | 84.86% | 84.86% |
12/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,803 CHF | 56,803 CHF | 100.00% | 100.00% |
11/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,585 CHF | 55,585 CHF | 99.99% | 99.99% |
08/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,208 CHF | 54,208 CHF | 100.00% | 100.00% |
07/11/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 102,539 | 99,697 | 51,063 CHF | 50,672 CHF | 99.99% | 99.99% |