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 | 1.89% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,580 CHF | 106,580 CHF | 99.39% | 99.39% |
19/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,589 CHF | 52,589 CHF | 99.27% | 99.27% |
18/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,921 CHF | 52,921 CHF | 99.29% | 99.29% |
15/11/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,137 CHF | 56,137 CHF | 99.39% | 99.39% |
14/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,715 CHF | 49,715 CHF | 99.35% | 99.35% |
13/11/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,757 CHF | 49,757 CHF | 99.39% | 99.39% |
12/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,143 CHF | 55,143 CHF | 99.10% | 99.10% |
11/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,201 CHF | 55,201 CHF | 99.24% | 99.24% |
08/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,616 CHF | 55,616 CHF | 99.39% | 99.39% |
07/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,547 CHF | 58,547 CHF | 99.27% | 99.27% |