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 | 1.09% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,702 CHF | 92,702 CHF | 100.00% | 100.00% |
19/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,923 CHF | 93,923 CHF | 100.00% | 100.00% |
18/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,479 CHF | 86,479 CHF | 100.00% | 100.00% |
15/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,103 CHF | 80,103 CHF | 100.00% | 100.00% |
14/11/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,577 CHF | 68,577 CHF | 99.24% | 99.24% |
13/11/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,849 | 99,704 | 60,730 CHF | 61,650 CHF | 99.40% | 99.40% |
12/11/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,157 CHF | 63,157 CHF | 100.00% | 100.00% |
11/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,048 CHF | 56,048 CHF | 100.00% | 100.00% |
08/11/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,655 CHF | 61,655 CHF | 100.00% | 100.00% |
07/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,479 | 98,697 | 54,913 CHF | 55,485 CHF | 98.74% | 98.74% |