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 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,370 CHF | 57,370 CHF | 99.00% | 99.00% |
19/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 106,533 | 100,000 | 52,546 CHF | 50,355 CHF | 100.00% | 100.00% |
18/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 106,672 | 100,000 | 52,576 CHF | 50,327 CHF | 100.00% | 100.00% |
15/11/2024 | 1.87% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,376 | 100,000 | 53,190 CHF | 54,006 CHF | 100.00% | 100.00% |
14/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,697 CHF | 59,697 CHF | 99.22% | 99.22% |
13/11/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,559 | 99,160 | 62,522 CHF | 63,265 CHF | 99.36% | 99.36% |
12/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,526 CHF | 70,526 CHF | 100.00% | 100.00% |
11/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,199 CHF | 60,199 CHF | 99.41% | 99.41% |
08/11/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,523 CHF | 55,523 CHF | 100.00% | 100.00% |
07/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,479 | 97,395 | 61,243 CHF | 60,998 CHF | 98.73% | 98.73% |