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 | 0.93% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,579 CHF | 107,579 CHF | 99.39% | 99.39% |
19/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,356 CHF | 101,356 CHF | 99.29% | 99.29% |
18/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,513 CHF | 104,513 CHF | 99.29% | 99.29% |
15/11/2024 | 0.87% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,773 CHF | 115,773 CHF | 99.39% | 99.39% |
14/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,025 CHF | 111,025 CHF | 99.39% | 99.39% |
13/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,664 CHF | 113,664 CHF | 99.39% | 99.39% |
12/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,407 CHF | 111,407 CHF | 99.10% | 99.10% |
11/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,049 CHF | 115,049 CHF | 99.31% | 99.31% |
08/11/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,594 CHF | 102,594 CHF | 99.39% | 99.39% |
07/11/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,762 CHF | 113,762 CHF | 99.27% | 99.27% |