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% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,737 CHF | 54,737 CHF | 90.21% | 90.21% |
19/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,235 CHF | 57,235 CHF | 100.00% | 100.00% |
18/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,248 | 100,000 | 54,445 CHF | 55,324 CHF | 99.38% | 99.38% |
15/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 105,896 | 75,000 | 52,197 CHF | 37,743 CHF | 100.00% | 100.00% |
14/11/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 107,035 | 100,000 | 52,225 CHF | 49,848 CHF | 99.22% | 99.22% |
13/11/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,226 | 99,159 | 53,400 CHF | 53,845 CHF | 99.36% | 99.36% |
12/11/2024 | 2.06% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 108,587 | 75,000 | 52,101 CHF | 36,795 CHF | 100.00% | 100.00% |
11/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 119,994 | 75,000 | 52,425 CHF | 33,517 CHF | 100.00% | 100.00% |
08/11/2024 | 2.46% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 109,253 | 75,000 | 52,730 CHF | 37,110 CHF | 100.00% | 100.00% |
07/11/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 107,258 | 97,396 | 51,849 CHF | 48,088 CHF | 98.73% | 98.73% |