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 | 1.43% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,369 CHF | 70,369 CHF | 99.80% | 99.80% |
19/11/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 119,282 | 119,282 | 72,205 CHF | 73,398 CHF | 99.78% | 99.78% |
18/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,958 | 100,000 | 65,056 CHF | 66,083 CHF | 100.00% | 100.00% |
15/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 110,736 | 110,736 | 70,178 CHF | 71,285 CHF | 100.00% | 100.00% |
14/11/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 108,720 | 108,718 | 71,487 CHF | 72,573 CHF | 99.96% | 99.96% |
13/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 125,000 | 125,000 | 124,344 | 124,342 | 79,287 CHF | 80,529 CHF | 99.97% | 99.97% |
12/11/2024 | 1.38% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,903 CHF | 72,903 CHF | 100.00% | 100.00% |
11/11/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,822 | 100,822 | 75,180 CHF | 76,188 CHF | 99.74% | 99.74% |
08/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 125,000 | 125,000 | 111,756 | 111,754 | 76,999 CHF | 78,115 CHF | 100.00% | 100.00% |
07/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,972 | 100,000 | 81,865 CHF | 82,888 CHF | 96.10% | 96.19% |