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 | 2.03% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 107,758 | 100,000 | 52,558 CHF | 49,804 CHF | 99.00% | 99.00% |
19/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 123,318 | 100,000 | 51,663 CHF | 42,920 CHF | 100.00% | 100.00% |
18/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 124,295 | 100,000 | 51,939 CHF | 42,821 CHF | 100.00% | 100.00% |
15/11/2024 | 2.17% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 113,837 | 100,000 | 51,797 CHF | 46,590 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,021 | 100,000 | 51,399 CHF | 52,388 CHF | 99.22% | 99.22% |
13/11/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,887 | 99,160 | 55,256 CHF | 55,851 CHF | 99.36% | 99.36% |
12/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,456 | 100,000 | 62,371 CHF | 63,152 CHF | 100.00% | 100.00% |
11/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,588 | 100,000 | 52,020 CHF | 52,734 CHF | 99.41% | 99.41% |
08/11/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 111,382 | 100,000 | 52,374 CHF | 48,170 CHF | 100.00% | 100.00% |
07/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 97,395 | 54,065 CHF | 53,686 CHF | 98.73% | 98.73% |