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 | 3.00% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,056 CHF | 53,639 CHF | 100.00% | 100.00% |
19/11/2024 | 3.08% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,499 CHF | 54,138 CHF | 100.00% | 100.00% |
18/11/2024 | 2.77% | 0.54 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,465 CHF | 55,993 CHF | 100.00% | 100.00% |
15/11/2024 | 2.90% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,929 CHF | 55,516 CHF | 99.99% | 99.99% |
14/11/2024 | 2.63% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,953 CHF | 56,414 CHF | 99.52% | 99.52% |
13/11/2024 | 2.70% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 99,147 | 55,533 CHF | 56,558 CHF | 99.32% | 99.32% |
12/11/2024 | 2.85% | 0.56 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,052 CHF | 58,699 CHF | 100.00% | 100.00% |
11/11/2024 | 2.81% | 0.58 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,477 CHF | 60,143 CHF | 100.00% | 100.00% |
08/11/2024 | 2.57% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,811 CHF | 59,318 CHF | 100.00% | 100.00% |
07/11/2024 | 2.77% | 0.59 CHF | 0.61 CHF | 100,000 | 100,000 | 99,482 | 97,408 | 58,296 CHF | 58,672 CHF | 99.13% | 99.13% |