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 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,571 CHF | 66,571 CHF | 100.00% | 100.00% |
19/11/2024 | 1.73% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 62,362 CHF | 63,369 CHF | 99.97% | 99.97% |
18/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,364 CHF | 68,364 CHF | 100.00% | 100.00% |
15/11/2024 | 1.65% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 98,225 | 98,213 | 67,419 CHF | 68,410 CHF | 99.99% | 99.99% |
14/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 69,032 CHF | 70,035 CHF | 99.23% | 99.23% |
13/11/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,576 | 99,576 | 63,019 CHF | 64,021 CHF | 91.92% | 91.92% |
12/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,148 CHF | 63,148 CHF | 99.99% | 99.99% |
11/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,870 CHF | 60,870 CHF | 99.99% | 99.99% |
08/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,691 CHF | 53,691 CHF | 100.00% | 100.00% |
07/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 55,205 CHF | 56,206 CHF | 99.99% | 99.99% |