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 | 2.58% | 0.49 CHF | 0.51 CHF | 110,000 | 100,000 | 105,061 | 100,000 | 51,946 CHF | 50,763 CHF | 100.00% | 100.00% |
19/11/2024 | 2.72% | 0.47 CHF | 0.49 CHF | 110,000 | 100,000 | 103,294 | 100,000 | 51,494 CHF | 51,292 CHF | 100.00% | 100.00% |
18/11/2024 | 3.04% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,642 CHF | 53,237 CHF | 100.00% | 100.00% |
15/11/2024 | 2.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,182 CHF | 52,698 CHF | 99.99% | 99.99% |
14/11/2024 | 2.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,187 CHF | 53,705 CHF | 99.52% | 99.52% |
13/11/2024 | 3.06% | 0.52 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 99,147 | 52,718 CHF | 53,887 CHF | 99.32% | 99.32% |
12/11/2024 | 2.36% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,507 CHF | 55,809 CHF | 100.00% | 100.00% |
11/11/2024 | 2.33% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,949 CHF | 57,270 CHF | 100.00% | 100.00% |
08/11/2024 | 3.08% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,982 CHF | 56,702 CHF | 100.00% | 100.00% |
07/11/2024 | 2.98% | 0.56 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 97,408 | 55,833 CHF | 56,034 CHF | 99.13% | 99.13% |