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 | 1.73% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,309 CHF | 58,309 CHF | 100.00% | 100.00% |
19/11/2024 | 1.82% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 58,976 CHF | 59,982 CHF | 99.98% | 99.98% |
18/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,910 CHF | 56,910 CHF | 100.00% | 100.00% |
15/11/2024 | 2.06% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 98,229 | 98,213 | 54,053 CHF | 55,045 CHF | 99.99% | 99.99% |
14/11/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 54,014 CHF | 55,017 CHF | 99.27% | 99.27% |
13/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,598 | 99,598 | 60,367 CHF | 61,369 CHF | 96.87% | 96.87% |
12/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,930 CHF | 62,930 CHF | 99.99% | 99.99% |
11/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,357 CHF | 65,357 CHF | 99.99% | 99.99% |
08/11/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,078 CHF | 73,078 CHF | 100.00% | 100.00% |
07/11/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 69,303 CHF | 70,304 CHF | 99.99% | 99.99% |