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 | 1.02% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,843 CHF | 197,843 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,486 CHF | 99,486 CHF | 99.90% | 99.90% |
18/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,655 CHF | 95,655 CHF | 99.91% | 99.91% |
15/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,902 CHF | 94,902 CHF | 100.00% | 100.00% |
14/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,295 CHF | 95,295 CHF | 100.00% | 100.00% |
13/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,982 CHF | 97,982 CHF | 100.00% | 100.00% |
12/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,163 CHF | 96,163 CHF | 99.69% | 99.69% |
11/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,600 CHF | 95,600 CHF | 99.90% | 99.90% |
08/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,809 CHF | 96,809 CHF | 100.00% | 100.00% |
07/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,917 CHF | 91,917 CHF | 99.88% | 99.88% |