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 | 1.87% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 102,982 | 102,982 | 54,694 CHF | 55,724 CHF | 100.00% | 100.00% |
19/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 121,284 | 121,284 | 58,772 CHF | 59,985 CHF | 99.89% | 99.89% |
18/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,028 CHF | 56,028 CHF | 99.89% | 99.89% |
15/11/2024 | 1.57% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,740 | 99,740 | 62,905 CHF | 63,902 CHF | 100.00% | 100.00% |
14/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,430 CHF | 64,430 CHF | 100.00% | 100.00% |
13/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,913 CHF | 55,913 CHF | 100.00% | 100.00% |
12/11/2024 | 1.59% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 98,358 | 98,357 | 61,516 CHF | 62,500 CHF | 99.69% | 99.69% |
11/11/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,535 | 75,535 | 53,223 CHF | 53,979 CHF | 99.85% | 99.85% |
08/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,062 CHF | 60,062 CHF | 100.00% | 100.00% |
07/11/2024 | 1.84% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,248 | 100,247 | 54,193 CHF | 55,195 CHF | 99.91% | 99.91% |