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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,500 CHF | 66,500 CHF | 100.00% | 100.00% |
22/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,960 CHF | 63,960 CHF | 100.00% | 100.00% |
20/11/2024 | 1.50% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,340 CHF | 67,340 CHF | 100.00% | 100.00% |
19/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,622 CHF | 65,622 CHF | 100.00% | 100.00% |
18/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,439 CHF | 70,439 CHF | 100.00% | 100.00% |
15/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,667 CHF | 76,667 CHF | 100.00% | 100.00% |
14/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,898 CHF | 77,898 CHF | 99.52% | 99.52% |
13/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 99,383 | 99,147 | 76,800 CHF | 77,618 CHF | 99.32% | 99.32% |
12/11/2024 | 1.14% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,559 CHF | 88,559 CHF | 100.00% | 100.00% |
11/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,530 CHF | 94,530 CHF | 100.00% | 100.00% |