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 | 0.82% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,789 CHF | 122,789 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,058 CHF | 121,058 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,715 CHF | 125,715 CHF | 100.00% | 100.00% |
15/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,912 CHF | 131,912 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,167 CHF | 133,167 CHF | 99.52% | 99.52% |
13/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 131,528 CHF | 132,527 CHF | 99.32% | 99.32% |
12/11/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,872 CHF | 143,872 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,898 CHF | 149,898 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,998 CHF | 142,998 CHF | 100.00% | 100.00% |
07/11/2024 | 0.71% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 144,812 CHF | 145,811 CHF | 99.12% | 99.12% |