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 | 1.42% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 78,955 | 60,847 | 55,026 CHF | 42,568 CHF | 99.56% | 99.56% |
19/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 85,429 | 62,510 | 54,751 CHF | 40,496 CHF | 86.44% | 86.44% |
18/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 84,343 | 60,858 | 57,618 CHF | 42,219 CHF | 99.55% | 99.55% |
15/11/2024 | 1.25% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 76,319 | 60,532 | 60,149 CHF | 47,894 CHF | 98.37% | 98.37% |
14/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 72,714 | 60,748 | 60,921 CHF | 51,579 CHF | 99.28% | 99.28% |
13/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 76,319 | 61,006 | 58,616 CHF | 47,303 CHF | 95.30% | 95.30% |
12/11/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 83,653 | 61,154 | 59,789 CHF | 44,485 CHF | 96.98% | 96.98% |
11/11/2024 | 6.33% | 0.69 CHF | 0.74 CHF | 10,000 | 10,000 | 6,091 | 6,091 | 4,642 CHF | 4,947 CHF | 99.14% | 99.14% |
08/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 73,893 | 60,859 | 60,846 CHF | 50,750 CHF | 99.60% | 99.60% |
07/11/2024 | 1.28% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 76,542 | 60,903 | 59,322 CHF | 47,907 CHF | 99.07% | 99.07% |