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 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,227 CHF | 54,227 CHF | 100.00% | 100.00% |
19/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,269 CHF | 56,269 CHF | 99.89% | 99.89% |
18/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,667 | 100,667 | 51,481 CHF | 52,488 CHF | 99.91% | 99.91% |
15/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 123,310 | 123,310 | 60,342 CHF | 61,575 CHF | 100.00% | 100.00% |
14/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 109,822 | 109,822 | 54,985 CHF | 56,084 CHF | 99.96% | 99.96% |
13/11/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,146 CHF | 56,146 CHF | 100.00% | 100.00% |
12/11/2024 | 1.89% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,466 | 100,466 | 52,757 CHF | 53,762 CHF | 99.69% | 99.69% |
11/11/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,378 CHF | 57,628 CHF | 99.91% | 99.91% |
08/11/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,518 | 125,518 | 56,309 CHF | 57,564 CHF | 100.00% | 100.00% |
07/11/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 141,114 | 141,114 | 55,567 CHF | 56,978 CHF | 99.88% | 99.88% |