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 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,828 | 100,000 | 53,243 CHF | 49,480 CHF | 100.00% | 100.00% |
19/11/2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 98,680 | 98,650 | 50,338 CHF | 51,330 CHF | 99.98% | 99.98% |
18/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,808 CHF | 48,098 CHF | 100.00% | 100.00% |
15/11/2024 | 2.45% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,307 | 98,213 | 50,513 CHF | 46,400 CHF | 99.99% | 99.99% |
14/11/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 115,093 | 99,348 | 52,349 CHF | 46,232 CHF | 99.27% | 99.27% |
13/11/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 99,583 | 99,583 | 51,652 CHF | 52,654 CHF | 93.32% | 93.32% |
12/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,091 CHF | 54,091 CHF | 99.99% | 99.99% |
11/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,621 CHF | 56,621 CHF | 99.99% | 99.99% |
08/11/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,265 CHF | 64,265 CHF | 100.00% | 100.00% |
07/11/2024 | 1.67% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 60,564 CHF | 61,565 CHF | 99.99% | 99.99% |