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 | 1.73% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,201 CHF | 58,201 CHF | 100.00% | 100.00% |
19/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,682 CHF | 56,682 CHF | 100.00% | 100.00% |
18/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,895 CHF | 57,895 CHF | 100.00% | 100.00% |
15/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,056 CHF | 63,056 CHF | 100.00% | 100.00% |
14/11/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,075 CHF | 67,075 CHF | 99.44% | 99.44% |
13/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,924 | 99,818 | 63,103 CHF | 64,046 CHF | 98.88% | 98.88% |
12/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,523 CHF | 69,523 CHF | 100.00% | 100.00% |
11/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,699 CHF | 73,699 CHF | 100.00% | 100.00% |
08/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,075 CHF | 73,075 CHF | 99.51% | 99.51% |
07/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 98,701 | 98,701 | 73,693 CHF | 74,716 CHF | 99.06% | 99.06% |