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 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,489 CHF | 59,489 CHF | 99.38% | 99.38% |
19/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,284 CHF | 58,284 CHF | 99.26% | 99.26% |
18/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,582 CHF | 57,582 CHF | 99.28% | 99.28% |
15/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,857 CHF | 55,857 CHF | 99.39% | 99.39% |
14/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,928 CHF | 58,928 CHF | 99.37% | 99.37% |
13/11/2024 | 1.79% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,342 CHF | 56,342 CHF | 99.39% | 99.39% |
12/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 112,104 | 112,104 | 55,564 CHF | 56,685 CHF | 99.11% | 99.11% |
11/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 115,659 | 115,659 | 57,030 CHF | 58,187 CHF | 99.28% | 99.28% |
08/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 106,727 | 106,727 | 52,890 CHF | 53,958 CHF | 99.39% | 99.39% |
07/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,575 | 124,575 | 57,264 CHF | 58,510 CHF | 99.27% | 99.27% |