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 | 1.99% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 103,876 | 100,000 | 51,809 CHF | 51,011 CHF | 100.00% | 100.00% |
19/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,420 | 100,000 | 52,624 CHF | 49,232 CHF | 100.00% | 100.00% |
18/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,959 CHF | 53,959 CHF | 100.00% | 100.00% |
15/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,106 CHF | 60,106 CHF | 100.00% | 100.00% |
14/11/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,474 CHF | 61,474 CHF | 99.52% | 99.52% |
13/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,777 | 99,147 | 60,743 CHF | 61,352 CHF | 99.32% | 99.32% |
12/11/2024 | 1.40% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,132 CHF | 72,132 CHF | 100.00% | 100.00% |
11/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,149 CHF | 78,149 CHF | 100.00% | 100.00% |
08/11/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,327 CHF | 71,327 CHF | 100.00% | 100.00% |
07/11/2024 | 1.36% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 98,962 | 97,406 | 76,141 CHF | 76,043 CHF | 99.12% | 99.12% |