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 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,183 | 100,183 | 51,747 CHF | 52,749 CHF | 99.80% | 99.80% |
19/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 122,910 | 122,910 | 59,301 CHF | 60,530 CHF | 99.71% | 99.71% |
18/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,710 CHF | 51,710 CHF | 99.69% | 99.69% |
15/11/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,385 CHF | 55,385 CHF | 99.80% | 99.80% |
14/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,018 CHF | 57,018 CHF | 99.81% | 99.81% |
13/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,566 CHF | 55,566 CHF | 99.80% | 99.80% |
12/11/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,050 CHF | 59,050 CHF | 99.49% | 99.49% |
11/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,632 CHF | 61,632 CHF | 99.70% | 99.70% |
08/11/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,417 CHF | 59,417 CHF | 99.81% | 99.81% |
07/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,113 CHF | 62,113 CHF | 95.70% | 95.70% |