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% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,246 CHF | 57,246 CHF | 99.80% | 99.80% |
19/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,605 CHF | 53,605 CHF | 99.71% | 99.71% |
18/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,277 CHF | 56,277 CHF | 99.70% | 99.70% |
15/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,272 CHF | 60,272 CHF | 99.80% | 99.80% |
14/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,957 CHF | 61,957 CHF | 99.81% | 99.81% |
13/11/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,381 CHF | 60,381 CHF | 99.80% | 99.80% |
12/11/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,094 CHF | 64,094 CHF | 99.49% | 99.49% |
11/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 97,651 | 97,651 | 64,273 CHF | 65,250 CHF | 99.70% | 99.70% |
08/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,428 CHF | 64,428 CHF | 99.81% | 99.81% |
07/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 89,438 | 89,439 | 59,141 CHF | 60,035 CHF | 95.69% | 95.69% |