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% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,330 CHF | 57,330 CHF | 99.38% | 99.38% |
19/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,621 CHF | 56,621 CHF | 99.23% | 99.23% |
18/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,739 CHF | 56,739 CHF | 99.25% | 99.25% |
15/11/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,979 CHF | 55,979 CHF | 99.39% | 99.39% |
14/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,503 CHF | 56,503 CHF | 99.37% | 99.37% |
13/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,438 CHF | 55,438 CHF | 99.39% | 99.39% |
12/11/2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 113,859 | 113,859 | 56,268 CHF | 57,407 CHF | 99.08% | 99.08% |
11/11/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,985 CHF | 55,485 CHF | 99.29% | 99.29% |
08/11/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,652 CHF | 58,152 CHF | 99.39% | 99.39% |
07/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,840 CHF | 55,340 CHF | 99.25% | 99.25% |