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 | 1.55% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 97,696 | 97,696 | 62,313 CHF | 63,290 CHF | 99.38% | 99.38% |
19/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 84,107 | 84,107 | 55,425 CHF | 56,266 CHF | 98.92% | 98.92% |
18/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,219 CHF | 58,219 CHF | 99.25% | 99.25% |
15/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,373 CHF | 55,373 CHF | 99.38% | 99.38% |
14/11/2024 | 1.80% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,267 CHF | 56,267 CHF | 99.30% | 99.30% |
13/11/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,025 CHF | 60,025 CHF | 99.36% | 99.36% |
12/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 114,307 | 114,307 | 55,805 CHF | 56,948 CHF | 99.05% | 99.05% |
11/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,774 | 99,774 | 59,241 CHF | 60,238 CHF | 99.30% | 99.30% |
08/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 78,390 | 78,390 | 53,859 CHF | 54,643 CHF | 99.39% | 99.39% |
07/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 89,419 | 89,419 | 59,386 CHF | 60,280 CHF | 99.23% | 99.23% |