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 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,559 CHF | 63,559 CHF | 99.00% | 99.00% |
19/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,683 CHF | 56,683 CHF | 100.00% | 100.00% |
18/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,535 CHF | 56,535 CHF | 100.00% | 100.00% |
15/11/2024 | 1.67% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,363 CHF | 60,363 CHF | 100.00% | 100.00% |
14/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,018 CHF | 66,018 CHF | 99.22% | 99.22% |
13/11/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,559 | 99,160 | 68,670 CHF | 69,399 CHF | 99.36% | 99.36% |
12/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,742 CHF | 76,742 CHF | 100.00% | 100.00% |
11/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,418 CHF | 66,418 CHF | 99.41% | 99.41% |
08/11/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,594 CHF | 61,594 CHF | 100.00% | 100.00% |
07/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 98,958 | 97,395 | 67,115 CHF | 67,068 CHF | 98.73% | 98.73% |