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 | 0.54% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 184,758 CHF | 185,758 CHF | 99.97% | 99.97% |
19/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,412 CHF | 173,412 CHF | 99.99% | 99.99% |
18/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,983 CHF | 191,983 CHF | 99.99% | 99.99% |
15/11/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,600 CHF | 206,613 CHF | 99.99% | 99.99% |
14/11/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 206,250 CHF | 207,251 CHF | 99.32% | 99.32% |
13/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,864 CHF | 179,869 CHF | 96.75% | 96.75% |
12/11/2024 | 0.48% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 209,949 CHF | 210,949 CHF | 99.99% | 99.99% |
11/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 238,955 CHF | 239,955 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 220,303 CHF | 221,303 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 234,145 CHF | 235,145 CHF | 100.00% | 100.00% |