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 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,875 CHF | 53,875 CHF | 99.80% | 99.80% |
19/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 119,267 | 119,267 | 58,258 CHF | 59,450 CHF | 99.70% | 99.70% |
18/11/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,785 CHF | 52,785 CHF | 99.70% | 99.70% |
15/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,919 CHF | 56,919 CHF | 99.80% | 99.80% |
14/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,730 CHF | 58,730 CHF | 99.81% | 99.81% |
13/11/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,096 CHF | 57,096 CHF | 99.80% | 99.80% |
12/11/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,936 CHF | 60,936 CHF | 99.50% | 99.50% |
11/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,787 CHF | 63,787 CHF | 99.70% | 99.70% |
08/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,324 CHF | 61,324 CHF | 99.80% | 99.80% |
07/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,125 CHF | 64,125 CHF | 95.68% | 95.68% |