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 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,476 CHF | 52,476 CHF | 99.00% | 99.00% |
19/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,013 | 100,000 | 52,955 CHF | 45,509 CHF | 100.00% | 100.00% |
18/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 118,032 | 100,000 | 52,331 CHF | 45,365 CHF | 100.00% | 100.00% |
15/11/2024 | 2.06% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 109,199 | 100,000 | 52,562 CHF | 49,213 CHF | 100.00% | 100.00% |
14/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,917 CHF | 54,917 CHF | 99.22% | 99.22% |
13/11/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,780 | 99,160 | 57,755 CHF | 58,398 CHF | 99.36% | 99.36% |
12/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,127 | 100,000 | 64,661 CHF | 65,599 CHF | 100.00% | 100.00% |
11/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,265 CHF | 55,265 CHF | 99.41% | 99.41% |
08/11/2024 | 2.00% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 104,698 | 100,000 | 51,805 CHF | 50,574 CHF | 100.00% | 100.00% |
07/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,991 | 97,395 | 56,693 CHF | 56,256 CHF | 98.73% | 98.73% |