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 | 2.31% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,469 CHF | 56,763 CHF | 100.00% | 100.00% |
19/11/2024 | 2.43% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,922 CHF | 57,292 CHF | 100.00% | 100.00% |
18/11/2024 | 2.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,642 CHF | 59,237 CHF | 100.00% | 100.00% |
15/11/2024 | 2.61% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,182 CHF | 58,698 CHF | 99.99% | 99.99% |
14/11/2024 | 2.58% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,187 CHF | 59,705 CHF | 99.52% | 99.52% |
13/11/2024 | 2.74% | 0.58 CHF | 0.60 CHF | 100,000 | 100,000 | 99,777 | 99,147 | 58,594 CHF | 59,835 CHF | 99.32% | 99.32% |
12/11/2024 | 2.02% | 0.59 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,573 CHF | 61,809 CHF | 100.00% | 100.00% |
11/11/2024 | 2.05% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,985 CHF | 63,270 CHF | 100.00% | 100.00% |
08/11/2024 | 2.70% | 0.61 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,033 CHF | 62,702 CHF | 100.00% | 100.00% |
07/11/2024 | 2.70% | 0.62 CHF | 0.64 CHF | 100,000 | 100,000 | 99,482 | 97,408 | 61,520 CHF | 61,878 CHF | 99.13% | 99.13% |