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 | 109,388 | 100,000 | 53,157 CHF | 49,603 CHF | 100.00% | 100.00% |
19/11/2024 | 2.12% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 98,650 | 98,649 | 50,526 CHF | 51,533 CHF | 99.97% | 99.97% |
18/11/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,990 CHF | 48,264 CHF | 100.00% | 100.00% |
15/11/2024 | 2.43% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 108,864 | 98,213 | 50,605 CHF | 46,664 CHF | 99.99% | 99.99% |
14/11/2024 | 2.27% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 114,553 | 99,347 | 52,279 CHF | 46,385 CHF | 99.27% | 99.27% |
13/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 51,869 CHF | 52,871 CHF | 95.50% | 95.50% |
12/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,319 CHF | 54,319 CHF | 99.99% | 99.99% |
11/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,799 CHF | 56,799 CHF | 99.99% | 99.99% |
08/11/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,400 CHF | 64,400 CHF | 100.00% | 100.00% |
07/11/2024 | 1.67% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 60,723 CHF | 61,725 CHF | 99.99% | 99.99% |