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 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,019 CHF | 57,019 CHF | 98.98% | 98.98% |
19/11/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,442 | 100,000 | 50,955 CHF | 51,739 CHF | 100.00% | 100.00% |
18/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,140 CHF | 55,140 CHF | 100.00% | 100.00% |
15/11/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,750 | 100,000 | 51,124 CHF | 51,759 CHF | 100.00% | 100.00% |
14/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 107,053 | 100,000 | 52,541 CHF | 50,109 CHF | 99.22% | 99.22% |
13/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,929 | 99,159 | 52,857 CHF | 49,125 CHF | 99.36% | 99.36% |
12/11/2024 | 1.90% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 101,328 | 100,000 | 52,883 CHF | 53,240 CHF | 100.00% | 100.00% |
11/11/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,326 CHF | 65,326 CHF | 100.00% | 100.00% |
08/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,382 CHF | 64,382 CHF | 100.00% | 100.00% |
07/11/2024 | 1.64% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,479 | 97,396 | 61,025 CHF | 60,800 CHF | 98.73% | 98.73% |