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 | 1.87% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,211 | 100,000 | 54,090 CHF | 54,011 CHF | 100.00% | 100.00% |
19/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 102,647 | 100,000 | 52,506 CHF | 52,232 CHF | 100.00% | 100.00% |
18/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,080 CHF | 57,080 CHF | 100.00% | 100.00% |
15/11/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,250 CHF | 63,250 CHF | 100.00% | 100.00% |
14/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,474 CHF | 64,474 CHF | 99.52% | 99.52% |
13/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,554 | 99,147 | 63,592 CHF | 64,330 CHF | 99.32% | 99.32% |
12/11/2024 | 1.34% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,219 CHF | 75,219 CHF | 100.00% | 100.00% |
11/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,244 CHF | 81,244 CHF | 100.00% | 100.00% |
08/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,432 CHF | 74,432 CHF | 100.00% | 100.00% |
07/11/2024 | 1.31% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 98,444 | 97,406 | 78,795 CHF | 79,031 CHF | 99.12% | 99.12% |