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 | 3.14% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,848 CHF | 52,469 CHF | 100.00% | 100.00% |
19/11/2024 | 3.13% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,546 | 100,000 | 52,539 CHF | 52,922 CHF | 100.00% | 100.00% |
18/11/2024 | 2.54% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,275 CHF | 54,642 CHF | 100.00% | 100.00% |
15/11/2024 | 2.78% | 0.52 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,698 CHF | 54,182 CHF | 99.99% | 99.99% |
14/11/2024 | 2.69% | 0.54 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,752 CHF | 55,216 CHF | 99.52% | 99.52% |
13/11/2024 | 2.57% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 99,147 | 54,334 CHF | 55,264 CHF | 99.32% | 99.32% |
12/11/2024 | 3.19% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,762 CHF | 57,573 CHF | 100.00% | 100.00% |
11/11/2024 | 3.04% | 0.57 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,217 CHF | 58,985 CHF | 100.00% | 100.00% |
08/11/2024 | 2.50% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,598 CHF | 58,033 CHF | 100.00% | 100.00% |
07/11/2024 | 2.75% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,671 | 97,408 | 57,179 CHF | 57,439 CHF | 99.13% | 99.13% |