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% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,209 CHF | 53,209 CHF | 98.98% | 98.98% |
19/11/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,301 | 100,000 | 51,673 CHF | 47,853 CHF | 100.00% | 100.00% |
18/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,185 | 100,000 | 51,059 CHF | 51,479 CHF | 100.00% | 100.00% |
15/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,733 | 100,000 | 51,812 CHF | 47,805 CHF | 100.00% | 100.00% |
14/11/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 116,678 | 100,000 | 52,689 CHF | 46,187 CHF | 99.22% | 99.22% |
13/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 118,434 | 99,159 | 52,901 CHF | 45,291 CHF | 99.36% | 99.36% |
12/11/2024 | 2.05% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 108,524 | 100,000 | 52,387 CHF | 49,385 CHF | 100.00% | 100.00% |
11/11/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,505 CHF | 61,505 CHF | 100.00% | 100.00% |
08/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,622 CHF | 60,622 CHF | 100.00% | 100.00% |
07/11/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 97,396 | 57,487 CHF | 57,059 CHF | 98.73% | 98.73% |