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 | 2.61% | 0.58 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,733 CHF | 57,209 CHF | 100.00% | 100.00% |
19/11/2024 | 2.34% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,633 CHF | 67,189 CHF | 100.00% | 100.00% |
18/11/2024 | 2.55% | 0.63 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,352 CHF | 66,016 CHF | 100.00% | 100.00% |
15/11/2024 | 2.65% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,258 CHF | 63,927 CHF | 100.00% | 100.00% |
14/11/2024 | 2.56% | 0.61 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 121,037 CHF | 124,180 CHF | 99.52% | 99.52% |
13/11/2024 | 2.72% | 0.59 CHF | 0.61 CHF | 100,000 | 100,000 | 99,703 | 99,703 | 58,333 CHF | 59,942 CHF | 99.32% | 99.32% |
12/11/2024 | 2.97% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,570 CHF | 113,896 CHF | 100.00% | 100.00% |
11/11/2024 | 3.09% | 0.52 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,054 CHF | 107,323 CHF | 100.00% | 100.00% |
08/11/2024 | 2.74% | 0.56 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 114,141 CHF | 117,315 CHF | 100.00% | 100.00% |
07/11/2024 | 2.88% | 0.56 CHF | 0.58 CHF | 100,000 | 100,000 | 98,703 | 98,703 | 55,282 CHF | 56,896 CHF | 99.13% | 99.13% |