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 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,110 | 100,111 | 53,706 CHF | 54,708 CHF | 99.50% | 99.50% |
19/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 111,710 | 111,710 | 55,252 CHF | 56,369 CHF | 99.18% | 99.18% |
18/11/2024 | 1.79% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,492 CHF | 56,492 CHF | 99.39% | 99.39% |
15/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,074 CHF | 58,074 CHF | 99.36% | 99.36% |
14/11/2024 | 1.42% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 79,970 | 79,969 | 55,818 CHF | 56,617 CHF | 99.17% | 99.17% |
13/11/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 66,782 | 66,782 | 47,820 CHF | 48,488 CHF | 98.93% | 98.93% |
12/11/2024 | 1.42% | 0.75 CHF | 0.76 CHF | 38,000 | 38,000 | 39,260 | 39,260 | 27,428 CHF | 27,821 CHF | 99.14% | 99.14% |
11/11/2024 | 1.80% | 0.71 CHF | 0.72 CHF | 38,000 | 38,000 | 48,899 | 48,899 | 27,004 CHF | 27,493 CHF | 99.29% | 99.29% |
08/11/2024 | 2.50% | 0.44 CHF | 0.45 CHF | 63,000 | 63,000 | 71,402 | 71,402 | 28,216 CHF | 28,930 CHF | 99.29% | 99.29% |
07/11/2024 | 2.59% | 0.41 CHF | 0.42 CHF | 63,000 | 63,000 | 73,366 | 73,366 | 27,941 CHF | 28,675 CHF | 99.28% | 99.28% |