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 | 1.34% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,338 CHF | 75,338 CHF | 100.00% | 100.00% |
19/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,796 CHF | 73,796 CHF | 100.00% | 100.00% |
18/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,005 CHF | 75,005 CHF | 100.00% | 100.00% |
15/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,218 CHF | 80,218 CHF | 100.00% | 100.00% |
14/11/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,217 CHF | 84,217 CHF | 99.44% | 99.44% |
13/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,818 | 99,818 | 80,142 CHF | 81,147 CHF | 98.88% | 98.88% |
12/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,681 CHF | 86,681 CHF | 100.00% | 100.00% |
11/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,829 CHF | 90,829 CHF | 100.00% | 100.00% |
08/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,208 CHF | 90,208 CHF | 99.51% | 99.51% |
07/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 98,701 | 98,701 | 90,594 CHF | 91,617 CHF | 99.06% | 99.06% |