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 | 1.17% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,146 CHF | 86,146 CHF | 100.00% | 100.00% |
19/11/2024 | 1.27% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 84,954 CHF | 85,961 CHF | 99.97% | 99.97% |
18/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,225 CHF | 84,225 CHF | 100.00% | 100.00% |
15/11/2024 | 1.38% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 98,219 | 98,209 | 80,236 CHF | 81,227 CHF | 99.99% | 99.99% |
14/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 82,663 CHF | 83,666 CHF | 99.28% | 99.28% |
13/11/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 99,541 | 99,541 | 82,473 CHF | 83,475 CHF | 84.85% | 84.85% |
12/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,838 CHF | 84,838 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,626 CHF | 83,626 CHF | 99.99% | 99.99% |
08/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,262 CHF | 82,262 CHF | 100.00% | 100.00% |
07/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 77,668 CHF | 78,670 CHF | 99.99% | 99.99% |