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 | 1.66% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,689 CHF | 60,689 CHF | 100.00% | 100.00% |
19/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,789 CHF | 62,789 CHF | 100.00% | 100.00% |
18/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,321 CHF | 64,321 CHF | 100.00% | 100.00% |
15/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,204 CHF | 63,204 CHF | 100.00% | 100.00% |
14/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,253 CHF | 65,253 CHF | 99.22% | 99.22% |
13/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,559 | 99,160 | 66,995 CHF | 67,723 CHF | 99.36% | 99.36% |
12/11/2024 | 1.66% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,627 CHF | 60,627 CHF | 100.00% | 100.00% |
11/11/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,017 | 100,000 | 50,960 CHF | 51,952 CHF | 100.00% | 100.00% |
08/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,604 CHF | 53,604 CHF | 100.00% | 100.00% |
07/11/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 97,395 | 51,866 CHF | 51,504 CHF | 98.73% | 98.73% |