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 | 1.09% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,357 CHF | 92,357 CHF | 100.00% | 100.00% |
19/11/2024 | 1.23% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 87,676 CHF | 88,683 CHF | 99.98% | 99.98% |
18/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,940 CHF | 93,940 CHF | 100.00% | 100.00% |
15/11/2024 | 1.20% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 98,220 | 98,213 | 92,545 CHF | 93,538 CHF | 99.99% | 99.99% |
14/11/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 94,610 CHF | 95,613 CHF | 99.27% | 99.27% |
13/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 88,591 CHF | 89,593 CHF | 95.50% | 95.50% |
12/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,898 CHF | 88,898 CHF | 99.99% | 99.99% |
11/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,561 CHF | 86,561 CHF | 99.99% | 99.99% |
08/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,434 CHF | 79,434 CHF | 100.00% | 100.00% |
07/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 80,815 CHF | 81,817 CHF | 99.99% | 99.99% |