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 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,027 | 100,000 | 50,795 CHF | 51,781 CHF | 100.00% | 100.00% |
19/11/2024 | 2.14% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 99,971 | 98,650 | 50,237 CHF | 50,593 CHF | 100.00% | 100.00% |
18/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,095 CHF | 53,095 CHF | 100.00% | 100.00% |
15/11/2024 | 2.05% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 98,314 | 98,303 | 53,242 CHF | 54,241 CHF | 100.00% | 100.00% |
14/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 56,164 CHF | 57,167 CHF | 99.28% | 99.28% |
13/11/2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,339 | 99,339 | 53,881 CHF | 54,883 CHF | 85.04% | 85.04% |
12/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,909 CHF | 53,909 CHF | 100.00% | 100.00% |
11/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 108,217 | 100,000 | 52,998 CHF | 49,995 CHF | 100.00% | 100.00% |
08/11/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,993 | 100,000 | 52,450 CHF | 48,685 CHF | 100.00% | 100.00% |
07/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,743 | 99,694 | 52,169 CHF | 48,395 CHF | 100.00% | 100.00% |