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 | 1.90% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,224 CHF | 53,224 CHF | 100.00% | 100.00% |
19/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,234 CHF | 55,234 CHF | 100.00% | 100.00% |
18/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,630 CHF | 56,630 CHF | 100.00% | 100.00% |
15/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,589 CHF | 55,589 CHF | 100.00% | 100.00% |
14/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,591 CHF | 57,591 CHF | 99.22% | 99.22% |
13/11/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,780 | 99,160 | 59,660 CHF | 60,288 CHF | 99.36% | 99.36% |
12/11/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,305 | 100,000 | 52,204 CHF | 53,054 CHF | 100.00% | 100.00% |
11/11/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 118,544 | 100,000 | 51,638 CHF | 44,593 CHF | 100.00% | 100.00% |
08/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 117,416 | 100,000 | 52,952 CHF | 46,119 CHF | 100.00% | 100.00% |
07/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 97,395 | 53,072 CHF | 44,041 CHF | 98.73% | 98.73% |