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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.47% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,264 | 99,264 | 70,574 CHF | 71,577 CHF | 99.87% | 99.87% |
20/11/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,110 CHF | 60,110 CHF | 100.00% | 100.00% |
19/11/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 56,564 CHF | 57,571 CHF | 99.97% | 99.97% |
18/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,021 CHF | 60,021 CHF | 100.00% | 100.00% |
15/11/2024 | 1.93% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 98,224 | 98,210 | 57,513 CHF | 58,505 CHF | 100.00% | 100.00% |
14/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 60,607 CHF | 61,610 CHF | 99.30% | 99.30% |
13/11/2024 | 1.90% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,591 | 99,591 | 53,521 CHF | 54,523 CHF | 95.51% | 95.51% |
12/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,248 CHF | 54,248 CHF | 100.00% | 100.00% |
11/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 104,975 | 100,000 | 51,745 CHF | 50,355 CHF | 100.00% | 100.00% |
08/11/2024 | 2.48% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 130,139 | 100,000 | 51,725 CHF | 40,799 CHF | 100.00% | 100.00% |