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 | 1.85% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,612 CHF | 54,612 CHF | 99.00% | 99.00% |
19/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,213 | 100,000 | 51,448 CHF | 47,683 CHF | 100.00% | 100.00% |
18/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,525 | 100,000 | 51,875 CHF | 47,535 CHF | 100.00% | 100.00% |
15/11/2024 | 1.97% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 103,489 | 100,000 | 52,042 CHF | 51,363 CHF | 100.00% | 100.00% |
14/11/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,018 CHF | 57,018 CHF | 99.22% | 99.22% |
13/11/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,780 | 99,160 | 59,973 CHF | 60,607 CHF | 99.36% | 99.36% |
12/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,815 CHF | 67,815 CHF | 100.00% | 100.00% |
11/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,418 CHF | 57,418 CHF | 99.41% | 99.41% |
08/11/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 103,238 | 100,000 | 53,317 CHF | 52,731 CHF | 100.00% | 100.00% |
07/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,479 | 97,395 | 58,507 CHF | 58,303 CHF | 98.73% | 98.73% |