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 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 105,488 | 100,000 | 52,153 CHF | 50,476 CHF | 99.00% | 99.00% |
19/11/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,433 | 100,000 | 51,189 CHF | 43,509 CHF | 100.00% | 100.00% |
18/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 121,587 | 100,000 | 51,625 CHF | 43,479 CHF | 100.00% | 100.00% |
15/11/2024 | 2.14% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 112,829 | 100,000 | 52,029 CHF | 47,213 CHF | 100.00% | 100.00% |
14/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,002 | 100,000 | 52,020 CHF | 53,018 CHF | 99.22% | 99.22% |
13/11/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,780 | 99,160 | 55,850 CHF | 56,505 CHF | 99.36% | 99.36% |
12/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,339 | 100,000 | 62,904 CHF | 63,742 CHF | 100.00% | 100.00% |
11/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,266 | 100,000 | 52,495 CHF | 53,365 CHF | 99.41% | 99.41% |
08/11/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 110,428 | 100,000 | 52,391 CHF | 48,594 CHF | 100.00% | 100.00% |
07/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 97,395 | 54,758 CHF | 54,368 CHF | 98.73% | 98.73% |