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 | 1.87% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,056 CHF | 54,056 CHF | 90.21% | 90.21% |
19/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,654 CHF | 56,654 CHF | 100.00% | 100.00% |
18/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,328 | 100,000 | 53,857 CHF | 54,699 CHF | 99.38% | 99.38% |
15/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 107,631 | 75,000 | 52,341 CHF | 37,244 CHF | 100.00% | 100.00% |
14/11/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 107,477 | 100,000 | 51,661 CHF | 49,121 CHF | 99.22% | 99.22% |
13/11/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,439 | 99,159 | 52,850 CHF | 53,200 CHF | 99.36% | 99.36% |
12/11/2024 | 2.38% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 110,669 | 75,000 | 52,232 CHF | 36,335 CHF | 100.00% | 100.00% |
11/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,181 | 75,000 | 51,842 CHF | 33,105 CHF | 100.00% | 100.00% |
08/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 109,818 | 75,000 | 52,315 CHF | 36,481 CHF | 100.00% | 100.00% |
07/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,207 | 97,396 | 52,119 CHF | 47,516 CHF | 98.73% | 98.73% |