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 | 2.36% | 1.62 CHF | 1.64 CHF | 100,000 | 100,000 | 53,028 | 37,370 | 81,232 CHF | 59,123 CHF | 99.64% | 99.64% |
19/11/2024 | 2.15% | 1.55 CHF | 1.57 CHF | 100,000 | 100,000 | 51,133 | 37,378 | 82,951 CHF | 61,368 CHF | 99.67% | 99.67% |
18/11/2024 | 2.06% | 1.65 CHF | 1.67 CHF | 100,000 | 100,000 | 45,218 | 37,392 | 76,945 CHF | 64,617 CHF | 99.57% | 99.57% |
15/11/2024 | 2.14% | 1.80 CHF | 1.82 CHF | 100,000 | 100,000 | 52,975 | 37,380 | 89,013 CHF | 64,511 CHF | 99.67% | 99.67% |
14/11/2024 | 2.39% | 1.60 CHF | 1.62 CHF | 100,000 | 100,000 | 53,036 | 37,381 | 79,810 CHF | 57,968 CHF | 99.66% | 99.66% |
13/11/2024 | 1.27% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 53,404 | 37,873 | 75,287 CHF | 54,361 CHF | 96.89% | 96.89% |
12/11/2024 | 2.49% | 1.43 CHF | 1.45 CHF | 100,000 | 100,000 | 53,032 | 37,377 | 74,893 CHF | 53,798 CHF | 99.66% | 99.66% |
11/11/2024 | 2.41% | 1.43 CHF | 1.45 CHF | 100,000 | 100,000 | 53,037 | 37,383 | 76,961 CHF | 55,130 CHF | 99.66% | 99.66% |
08/11/2024 | 2.51% | 1.47 CHF | 1.49 CHF | 100,000 | 100,000 | 53,031 | 37,375 | 75,367 CHF | 54,558 CHF | 99.66% | 99.66% |
07/11/2024 | 2.33% | 1.46 CHF | 1.48 CHF | 100,000 | 100,000 | 53,032 | 37,376 | 79,714 CHF | 57,056 CHF | 99.66% | 99.66% |