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 | 0.70% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,084 CHF | 143,084 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 141,155 CHF | 142,162 CHF | 99.96% | 99.96% |
18/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,212 CHF | 141,212 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 98,213 | 98,209 | 136,215 CHF | 137,210 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 139,303 CHF | 140,307 CHF | 99.27% | 99.27% |
13/11/2024 | 0.74% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 99,541 | 99,541 | 139,237 CHF | 140,239 CHF | 84.85% | 84.85% |
12/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,861 CHF | 141,861 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,658 CHF | 140,658 CHF | 99.99% | 99.99% |
08/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,340 CHF | 139,340 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 134,588 CHF | 135,590 CHF | 99.99% | 99.99% |