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 | 1.35% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,789 CHF | 74,789 CHF | 100.00% | 100.00% |
19/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,058 CHF | 73,058 CHF | 100.00% | 100.00% |
18/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,865 CHF | 77,865 CHF | 100.00% | 100.00% |
15/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,034 CHF | 84,034 CHF | 100.00% | 100.00% |
14/11/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,253 CHF | 85,253 CHF | 99.52% | 99.52% |
13/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 99,265 | 99,147 | 84,103 CHF | 85,002 CHF | 99.32% | 99.32% |
12/11/2024 | 1.05% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,984 CHF | 95,984 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,963 CHF | 101,963 CHF | 100.00% | 100.00% |
08/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,221 CHF | 95,221 CHF | 100.00% | 100.00% |
07/11/2024 | 1.03% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 97,925 | 97,406 | 98,696 CHF | 99,203 CHF | 99.12% | 99.12% |