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 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,874 CHF | 58,874 CHF | 99.80% | 99.80% |
19/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,126 CHF | 54,126 CHF | 99.72% | 99.72% |
18/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,441 CHF | 57,441 CHF | 99.70% | 99.70% |
15/11/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,993 CHF | 61,993 CHF | 99.79% | 99.79% |
14/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,741 CHF | 63,741 CHF | 99.81% | 99.81% |
13/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,936 CHF | 61,936 CHF | 99.80% | 99.80% |
12/11/2024 | 1.52% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 92,770 | 92,770 | 60,442 CHF | 61,369 CHF | 99.50% | 99.50% |
11/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,155 | 75,155 | 51,578 CHF | 52,330 CHF | 99.71% | 99.71% |
08/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 97,995 | 97,994 | 64,267 CHF | 65,247 CHF | 99.80% | 99.80% |
07/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,144 | 75,144 | 51,550 CHF | 52,302 CHF | 95.68% | 95.68% |