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 | 1.47% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,527 CHF | 68,527 CHF | 99.39% | 99.39% |
19/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,152 CHF | 33,652 CHF | 99.31% | 99.31% |
18/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,056 CHF | 38,556 CHF | 99.27% | 99.27% |
15/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,639 CHF | 38,139 CHF | 99.39% | 99.39% |
14/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,845 CHF | 32,345 CHF | 99.35% | 99.35% |
13/11/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,566 CHF | 30,066 CHF | 99.39% | 99.39% |
12/11/2024 | 1.54% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,164 CHF | 32,664 CHF | 99.09% | 99.09% |
11/11/2024 | 1.50% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,281 CHF | 33,781 CHF | 99.29% | 99.29% |
08/11/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,995 CHF | 22,495 CHF | 99.39% | 99.39% |
07/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,890 CHF | 25,390 CHF | 99.30% | 99.30% |