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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,134 CHF | 53,134 CHF | 100.00% | 100.00% |
22/11/2024 | 1.76% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,400 CHF | 57,400 CHF | 100.00% | 100.00% |
20/11/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,064 | 100,000 | 51,925 CHF | 44,262 CHF | 100.00% | 100.00% |
19/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 124,588 | 100,000 | 51,964 CHF | 42,776 CHF | 100.00% | 100.00% |
18/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,492 | 100,000 | 51,777 CHF | 43,979 CHF | 100.00% | 100.00% |
15/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 107,037 | 100,000 | 51,520 CHF | 49,190 CHF | 100.00% | 100.00% |
14/11/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,915 | 100,000 | 52,665 CHF | 53,217 CHF | 99.44% | 99.44% |
13/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 110,000 | 100,000 | 105,629 | 99,818 | 52,013 CHF | 50,203 CHF | 98.88% | 98.88% |
12/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,681 CHF | 55,681 CHF | 100.00% | 100.00% |
11/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,829 CHF | 59,829 CHF | 100.00% | 100.00% |