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 | 1.96% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,740 CHF | 77,239 CHF | 100.00% | 100.00% |
19/11/2024 | 1.75% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,204 CHF | 77,549 CHF | 100.00% | 100.00% |
18/11/2024 | 1.91% | 0.78 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,044 CHF | 79,552 CHF | 100.00% | 100.00% |
15/11/2024 | 1.72% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,650 CHF | 78,996 CHF | 99.99% | 99.99% |
14/11/2024 | 1.91% | 0.79 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,500 CHF | 80,017 CHF | 99.52% | 99.52% |
13/11/2024 | 1.96% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 99,383 | 99,147 | 78,579 CHF | 79,935 CHF | 99.32% | 99.32% |
12/11/2024 | 1.89% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,710 CHF | 82,251 CHF | 100.00% | 100.00% |
11/11/2024 | 1.74% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,154 CHF | 83,594 CHF | 100.00% | 100.00% |
08/11/2024 | 1.88% | 0.81 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,318 CHF | 82,862 CHF | 100.00% | 100.00% |
07/11/2024 | 1.88% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 98,445 | 97,408 | 80,892 CHF | 81,536 CHF | 99.13% | 99.13% |