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 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,338 CHF | 63,338 CHF | 100.00% | 100.00% |
19/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,796 CHF | 61,796 CHF | 100.00% | 100.00% |
18/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,005 CHF | 63,005 CHF | 100.00% | 100.00% |
15/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,218 CHF | 68,218 CHF | 100.00% | 100.00% |
14/11/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,240 CHF | 72,240 CHF | 99.44% | 99.44% |
13/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 99,854 | 99,818 | 68,214 CHF | 69,194 CHF | 98.88% | 98.88% |
12/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,712 CHF | 74,712 CHF | 100.00% | 100.00% |
11/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,829 CHF | 78,829 CHF | 100.00% | 100.00% |
08/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,227 CHF | 78,227 CHF | 99.51% | 99.51% |
07/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 98,701 | 98,701 | 78,751 CHF | 79,773 CHF | 99.06% | 99.06% |