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 | 1.80% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,053 CHF | 56,053 CHF | 99.00% | 99.00% |
19/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,612 | 100,000 | 52,669 CHF | 49,058 CHF | 100.00% | 100.00% |
18/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,166 | 100,000 | 52,239 CHF | 48,869 CHF | 100.00% | 100.00% |
15/11/2024 | 1.91% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 101,313 | 100,000 | 52,450 CHF | 52,812 CHF | 100.00% | 100.00% |
14/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,458 CHF | 58,458 CHF | 99.22% | 99.22% |
13/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,780 | 99,160 | 61,481 CHF | 62,089 CHF | 99.36% | 99.36% |
12/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,227 CHF | 69,227 CHF | 100.00% | 100.00% |
11/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,846 CHF | 58,846 CHF | 99.41% | 99.41% |
08/11/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,012 | 100,000 | 53,356 CHF | 54,350 CHF | 100.00% | 100.00% |
07/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,479 | 97,395 | 59,975 CHF | 59,745 CHF | 98.73% | 98.73% |