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 | 1.83% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,211 CHF | 55,211 CHF | 100.00% | 100.00% |
19/11/2024 | 1.95% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 55,093 CHF | 56,100 CHF | 99.97% | 99.97% |
18/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,907 CHF | 55,907 CHF | 100.00% | 100.00% |
15/11/2024 | 2.02% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 98,224 | 98,210 | 54,885 CHF | 55,877 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 53,413 CHF | 54,417 CHF | 99.30% | 99.30% |
13/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,596 | 99,596 | 60,197 CHF | 61,199 CHF | 96.51% | 96.51% |
12/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,909 CHF | 61,909 CHF | 100.00% | 100.00% |
11/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,706 CHF | 65,706 CHF | 100.00% | 100.00% |
08/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,827 CHF | 74,827 CHF | 100.00% | 100.00% |
07/11/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 74,560 CHF | 75,561 CHF | 99.99% | 99.99% |