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 | 5.98% | 0.56 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,303 CHF | 64,009 CHF | 96.51% | 96.51% |
19/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,268 CHF | 63,268 CHF | 98.90% | 98.90% |
18/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,914 CHF | 60,914 CHF | 99.15% | 99.15% |
15/11/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,574 CHF | 58,574 CHF | 99.39% | 99.39% |
14/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,091 CHF | 62,091 CHF | 98.80% | 98.80% |
13/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 89,225 | 89,225 | 53,272 CHF | 54,164 CHF | 99.23% | 99.23% |
12/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,042 CHF | 30,542 CHF | 99.06% | 99.06% |
11/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,688 CHF | 30,188 CHF | 99.31% | 99.31% |
08/11/2024 | 1.83% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,026 CHF | 27,526 CHF | 99.45% | 99.45% |
07/11/2024 | 1.78% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,812 CHF | 28,312 CHF | 99.25% | 99.25% |