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 | 1.05% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,838 CHF | 95,838 CHF | 100.00% | 100.00% |
19/11/2024 | 1.14% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 94,539 CHF | 95,546 CHF | 99.97% | 99.97% |
18/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,003 CHF | 94,003 CHF | 100.00% | 100.00% |
15/11/2024 | 1.24% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 98,218 | 98,210 | 89,815 CHF | 90,808 CHF | 99.99% | 99.99% |
14/11/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 92,287 CHF | 93,290 CHF | 99.30% | 99.30% |
13/11/2024 | 1.11% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 99,598 | 99,598 | 92,291 CHF | 93,293 CHF | 96.87% | 96.87% |
12/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,588 CHF | 94,588 CHF | 100.00% | 100.00% |
11/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,313 CHF | 93,313 CHF | 99.99% | 99.99% |
08/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,025 CHF | 92,025 CHF | 100.00% | 100.00% |
07/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 87,313 CHF | 88,314 CHF | 99.99% | 99.99% |