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 | 1.19% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,784 CHF | 84,784 CHF | 100.00% | 100.00% |
19/11/2024 | 1.34% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 80,382 CHF | 81,389 CHF | 99.97% | 99.97% |
18/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,629 CHF | 86,629 CHF | 100.00% | 100.00% |
15/11/2024 | 1.30% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 98,220 | 98,213 | 85,314 CHF | 86,308 CHF | 99.99% | 99.99% |
14/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 87,101 CHF | 88,104 CHF | 99.26% | 99.26% |
13/11/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,599 | 99,599 | 81,218 CHF | 82,220 CHF | 97.19% | 97.19% |
12/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,416 CHF | 81,416 CHF | 99.99% | 99.99% |
11/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,098 CHF | 79,098 CHF | 99.99% | 99.99% |
08/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,883 CHF | 71,883 CHF | 100.00% | 100.00% |
07/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 73,413 CHF | 74,415 CHF | 99.99% | 99.99% |