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 | 1.75% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,607 CHF | 57,607 CHF | 100.00% | 100.00% |
19/11/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,955 CHF | 65,955 CHF | 92.96% | 92.96% |
18/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,404 CHF | 60,404 CHF | 100.00% | 100.00% |
15/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,358 CHF | 53,358 CHF | 100.00% | 100.00% |
14/11/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,111 | 100,000 | 51,510 CHF | 52,455 CHF | 99.22% | 99.22% |
13/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,779 | 99,158 | 57,899 CHF | 58,531 CHF | 99.36% | 99.36% |
12/11/2024 | 1.88% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,672 CHF | 53,672 CHF | 100.00% | 100.00% |
11/11/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 106,891 | 97,467 | 51,315 CHF | 47,807 CHF | 100.00% | 100.00% |
08/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,869 CHF | 55,869 CHF | 100.00% | 100.00% |
07/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,567 CHF | 53,567 CHF | 90.22% | 90.22% |