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 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,212 CHF | 53,212 CHF | 99.00% | 99.00% |
19/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,533 | 100,000 | 52,821 CHF | 46,355 CHF | 100.00% | 100.00% |
18/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 117,296 | 100,000 | 52,876 CHF | 46,111 CHF | 100.00% | 100.00% |
15/11/2024 | 2.02% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 106,363 | 100,000 | 52,033 CHF | 50,006 CHF | 100.00% | 100.00% |
14/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,697 CHF | 55,697 CHF | 99.22% | 99.22% |
13/11/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,780 | 99,160 | 58,670 CHF | 59,301 CHF | 99.36% | 99.36% |
12/11/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,014 | 100,000 | 65,533 CHF | 66,526 CHF | 100.00% | 100.00% |
11/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,199 CHF | 56,199 CHF | 99.41% | 99.41% |
08/11/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 103,870 | 100,000 | 52,386 CHF | 51,523 CHF | 100.00% | 100.00% |
07/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,651 | 97,395 | 57,358 CHF | 57,102 CHF | 98.73% | 98.73% |