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 | 2.96% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,848 CHF | 55,469 CHF | 100.00% | 100.00% |
19/11/2024 | 2.96% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,292 CHF | 55,922 CHF | 100.00% | 100.00% |
18/11/2024 | 2.47% | 0.56 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,237 CHF | 57,642 CHF | 100.00% | 100.00% |
15/11/2024 | 2.63% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,698 CHF | 57,182 CHF | 99.99% | 99.99% |
14/11/2024 | 2.58% | 0.57 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,705 CHF | 58,187 CHF | 99.52% | 99.52% |
13/11/2024 | 2.53% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,777 | 99,147 | 57,152 CHF | 58,238 CHF | 99.32% | 99.32% |
12/11/2024 | 2.93% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,762 CHF | 60,507 CHF | 100.00% | 100.00% |
11/11/2024 | 2.84% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,217 CHF | 61,949 CHF | 100.00% | 100.00% |
08/11/2024 | 2.30% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,598 CHF | 60,982 CHF | 100.00% | 100.00% |
07/11/2024 | 2.52% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,482 | 97,408 | 60,059 CHF | 60,300 CHF | 99.13% | 99.13% |