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 | 1.63% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,167 CHF | 62,167 CHF | 100.00% | 100.00% |
19/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,411 CHF | 60,411 CHF | 100.00% | 100.00% |
18/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,175 CHF | 65,175 CHF | 100.00% | 100.00% |
15/11/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,327 CHF | 71,327 CHF | 100.00% | 100.00% |
14/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,714 CHF | 72,714 CHF | 99.52% | 99.52% |
13/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,383 | 99,147 | 71,585 CHF | 72,413 CHF | 99.32% | 99.32% |
12/11/2024 | 1.21% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,329 CHF | 83,329 CHF | 100.00% | 100.00% |
11/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,354 CHF | 89,354 CHF | 100.00% | 100.00% |
08/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,548 CHF | 82,548 CHF | 100.00% | 100.00% |
07/11/2024 | 1.18% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 98,444 | 97,406 | 86,839 CHF | 86,987 CHF | 99.12% | 99.12% |