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 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,737 CHF | 59,737 CHF | 99.00% | 99.00% |
19/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,870 CHF | 52,870 CHF | 100.00% | 100.00% |
18/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,658 CHF | 52,658 CHF | 100.00% | 100.00% |
15/11/2024 | 1.79% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,555 CHF | 56,555 CHF | 100.00% | 100.00% |
14/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,298 CHF | 62,298 CHF | 99.22% | 99.22% |
13/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,559 | 99,160 | 65,027 CHF | 65,767 CHF | 99.36% | 99.36% |
12/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,938 CHF | 72,938 CHF | 100.00% | 100.00% |
11/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,570 CHF | 62,570 CHF | 99.41% | 99.41% |
08/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,816 CHF | 57,816 CHF | 100.00% | 100.00% |
07/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,266 | 97,395 | 63,404 CHF | 63,227 CHF | 98.73% | 98.73% |