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 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 103,379 | 100,000 | 51,708 CHF | 51,053 CHF | 99.00% | 99.00% |
19/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,868 | 100,000 | 51,704 CHF | 44,138 CHF | 100.00% | 100.00% |
18/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,632 | 100,000 | 51,702 CHF | 43,869 CHF | 100.00% | 100.00% |
15/11/2024 | 2.12% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 111,988 | 100,000 | 52,219 CHF | 47,725 CHF | 100.00% | 100.00% |
14/11/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,412 CHF | 53,412 CHF | 99.22% | 99.22% |
13/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,780 | 99,160 | 56,361 CHF | 57,004 CHF | 99.36% | 99.36% |
12/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,205 | 100,000 | 63,325 CHF | 64,227 CHF | 100.00% | 100.00% |
11/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,029 | 100,000 | 52,861 CHF | 53,846 CHF | 99.41% | 99.41% |
08/11/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 107,642 | 100,000 | 51,932 CHF | 49,350 CHF | 100.00% | 100.00% |
07/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 97,395 | 55,281 CHF | 54,875 CHF | 98.73% | 98.73% |