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 | 1.01% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,994 | 99,994 | 98,818 CHF | 99,818 CHF | 100.00% | 100.00% |
19/11/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 89,995 | 89,995 | 80,297 CHF | 81,197 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 90,000 | 90,000 | 89,803 | 89,803 | 93,518 CHF | 94,418 CHF | 99.06% | 99.06% |
15/11/2024 | 0.85% | 1.10 CHF | 1.11 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 105,396 CHF | 106,296 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 99,991 | 99,991 | 116,220 CHF | 117,220 CHF | 99.08% | 99.08% |
13/11/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,999 | 99,999 | 90,380 CHF | 91,380 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 0.94 CHF | 0.95 CHF | 90,000 | 90,000 | 89,993 | 89,993 | 103,060 CHF | 103,960 CHF | 100.00% | 100.00% |
11/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 124,263 CHF | 125,163 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 1.16 CHF | 1.17 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 109,215 CHF | 110,115 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 99,993 | 99,993 | 132,834 CHF | 133,834 CHF | 99.67% | 99.67% |