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 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,845 CHF | 62,845 CHF | 99.80% | 99.80% |
19/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,431 CHF | 60,431 CHF | 99.71% | 99.71% |
18/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,473 CHF | 64,473 CHF | 99.71% | 99.71% |
15/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,740 | 99,740 | 64,507 CHF | 65,504 CHF | 99.80% | 99.80% |
14/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 95,834 | 95,835 | 62,684 CHF | 63,643 CHF | 99.80% | 99.80% |
13/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,091 CHF | 60,091 CHF | 99.80% | 99.80% |
12/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,907 CHF | 58,907 CHF | 99.50% | 99.50% |
11/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,481 CHF | 56,481 CHF | 99.71% | 99.71% |
08/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 118,455 | 118,455 | 57,271 CHF | 58,456 CHF | 99.80% | 99.80% |
07/11/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 105,061 | 105,061 | 53,447 CHF | 54,498 CHF | 95.68% | 95.68% |