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 | 2.00% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 104,993 | 100,000 | 52,050 CHF | 50,616 CHF | 100.00% | 100.00% |
19/11/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,801 | 100,000 | 52,313 CHF | 49,132 CHF | 100.00% | 100.00% |
18/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 105,389 | 100,000 | 51,986 CHF | 50,365 CHF | 100.00% | 100.00% |
15/11/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,518 CHF | 55,518 CHF | 100.00% | 100.00% |
14/11/2024 | 1.70% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,548 CHF | 59,548 CHF | 99.44% | 99.44% |
13/11/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 99,818 | 55,623 CHF | 56,529 CHF | 98.88% | 98.88% |
12/11/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,002 CHF | 62,002 CHF | 100.00% | 100.00% |
11/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,082 CHF | 66,082 CHF | 100.00% | 100.00% |
08/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,531 CHF | 65,531 CHF | 99.51% | 99.51% |
07/11/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 98,961 | 98,701 | 66,433 CHF | 67,273 CHF | 99.06% | 99.06% |