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 | 1.63% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,016 CHF | 62,016 CHF | 99.39% | 99.39% |
19/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,174 CHF | 63,174 CHF | 99.28% | 99.28% |
18/11/2024 | 1.88% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,777 CHF | 53,777 CHF | 99.29% | 99.29% |
15/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,055 CHF | 55,055 CHF | 99.38% | 99.38% |
14/11/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,474 CHF | 66,474 CHF | 99.35% | 99.35% |
13/11/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,214 CHF | 71,214 CHF | 99.39% | 99.39% |
12/11/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,888 CHF | 65,888 CHF | 99.09% | 99.09% |
11/11/2024 | 1.59% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,945 CHF | 63,945 CHF | 99.29% | 99.29% |
08/11/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,880 CHF | 86,880 CHF | 99.38% | 99.38% |
07/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,554 CHF | 81,554 CHF | 99.28% | 99.28% |