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 | 1.79% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,645 CHF | 56,645 CHF | 100.00% | 100.00% |
19/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,091 | 100,000 | 54,037 CHF | 54,992 CHF | 100.00% | 100.00% |
18/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,715 CHF | 59,715 CHF | 100.00% | 100.00% |
15/11/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,912 CHF | 65,912 CHF | 100.00% | 100.00% |
14/11/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,167 CHF | 67,167 CHF | 99.52% | 99.52% |
13/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,554 | 99,147 | 66,364 CHF | 67,090 CHF | 99.32% | 99.32% |
12/11/2024 | 1.29% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,872 CHF | 77,872 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,898 CHF | 83,898 CHF | 100.00% | 100.00% |
08/11/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,113 CHF | 77,113 CHF | 100.00% | 100.00% |
07/11/2024 | 1.27% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 98,444 | 97,406 | 81,459 CHF | 81,669 CHF | 99.12% | 99.12% |