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 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,853 | 100,000 | 51,297 CHF | 51,879 CHF | 100.00% | 100.00% |
19/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 106,085 | 100,000 | 52,379 CHF | 50,436 CHF | 100.00% | 100.00% |
18/11/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,186 | 100,000 | 51,245 CHF | 51,664 CHF | 100.00% | 100.00% |
15/11/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,799 CHF | 56,799 CHF | 100.00% | 100.00% |
14/11/2024 | 1.66% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,795 CHF | 60,795 CHF | 99.44% | 99.44% |
13/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,927 | 99,818 | 56,843 CHF | 57,792 CHF | 98.88% | 98.88% |
12/11/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,251 CHF | 63,251 CHF | 100.00% | 100.00% |
11/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,341 CHF | 67,341 CHF | 100.00% | 100.00% |
08/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,792 CHF | 66,792 CHF | 99.51% | 99.51% |
07/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 98,961 | 98,701 | 67,685 CHF | 68,525 CHF | 99.06% | 99.06% |