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 | 2.89% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,903 CHF | 58,571 CHF | 100.00% | 100.00% |
19/11/2024 | 2.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,412 CHF | 59,057 CHF | 100.00% | 100.00% |
18/11/2024 | 2.50% | 0.59 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,341 CHF | 60,839 CHF | 100.00% | 100.00% |
15/11/2024 | 2.55% | 0.58 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,814 CHF | 60,335 CHF | 99.99% | 99.99% |
14/11/2024 | 2.36% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,880 CHF | 61,307 CHF | 99.52% | 99.52% |
13/11/2024 | 2.29% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,777 | 99,147 | 60,320 CHF | 61,320 CHF | 99.32% | 99.32% |
12/11/2024 | 2.94% | 0.61 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,832 CHF | 63,674 CHF | 100.00% | 100.00% |
11/11/2024 | 2.76% | 0.63 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,340 CHF | 65,113 CHF | 100.00% | 100.00% |
08/11/2024 | 2.34% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,763 CHF | 64,246 CHF | 100.00% | 100.00% |
07/11/2024 | 2.43% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,482 | 97,408 | 63,148 CHF | 63,346 CHF | 99.13% | 99.13% |