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 | 1.96% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,195 | 100,195 | 50,716 CHF | 51,718 CHF | 100.00% | 100.00% |
19/11/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 121,749 | 121,749 | 56,900 CHF | 58,118 CHF | 99.28% | 99.28% |
18/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 116,394 | 116,394 | 57,029 CHF | 58,193 CHF | 99.88% | 99.88% |
15/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 121,864 | 121,864 | 59,338 CHF | 60,557 CHF | 100.00% | 100.00% |
14/11/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 123,701 | 123,701 | 58,022 CHF | 59,259 CHF | 100.00% | 100.00% |
13/11/2024 | 2.10% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 122,618 | 122,618 | 57,795 CHF | 59,021 CHF | 100.00% | 100.00% |
12/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,167 CHF | 53,167 CHF | 99.68% | 99.68% |
11/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,820 CHF | 55,820 CHF | 99.84% | 99.84% |
08/11/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,315 CHF | 55,315 CHF | 100.00% | 100.00% |
07/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,550 CHF | 58,550 CHF | 99.86% | 99.86% |