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 | 1.72% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,670 CHF | 58,670 CHF | 100.00% | 100.00% |
19/11/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 56,199 CHF | 57,204 CHF | 100.00% | 100.00% |
18/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,976 CHF | 59,976 CHF | 100.00% | 100.00% |
15/11/2024 | 1.82% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 98,309 | 98,303 | 60,015 CHF | 61,016 CHF | 100.00% | 100.00% |
14/11/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 62,996 CHF | 63,999 CHF | 99.28% | 99.28% |
13/11/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,422 | 99,422 | 60,686 CHF | 61,687 CHF | 97.20% | 97.20% |
12/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,757 CHF | 60,757 CHF | 100.00% | 100.00% |
11/11/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,482 CHF | 56,482 CHF | 100.00% | 100.00% |
08/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,896 CHF | 54,896 CHF | 100.00% | 100.00% |
07/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 53,707 CHF | 54,708 CHF | 100.00% | 100.00% |