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 | 2.81% | 1.42 CHF | 1.44 CHF | 100,000 | 100,000 | 58,849 | 37,380 | 76,149 CHF | 50,779 CHF | 99.65% | 99.65% |
19/11/2024 | 3.61% | 1.33 CHF | 1.36 CHF | 50,000 | 50,000 | 42,172 | 18,689 | 60,863 CHF | 27,249 CHF | 99.66% | 99.66% |
18/11/2024 | 3.38% | 1.47 CHF | 1.50 CHF | 50,000 | 50,000 | 42,174 | 18,695 | 65,369 CHF | 29,611 CHF | 99.57% | 99.57% |
15/11/2024 | 3.56% | 1.69 CHF | 1.72 CHF | 50,000 | 50,000 | 42,172 | 18,688 | 63,100 CHF | 29,611 CHF | 99.66% | 99.66% |
14/11/2024 | 2.82% | 1.42 CHF | 1.44 CHF | 100,000 | 100,000 | 60,109 | 37,378 | 76,763 CHF | 49,922 CHF | 99.65% | 99.65% |
13/11/2024 | 3.10% | 1.22 CHF | 1.24 CHF | 100,000 | 100,000 | 61,088 | 37,740 | 70,192 CHF | 45,190 CHF | 97.59% | 97.59% |
12/11/2024 | 2.99% | 1.19 CHF | 1.21 CHF | 100,000 | 100,000 | 60,860 | 37,376 | 71,285 CHF | 44,731 CHF | 99.65% | 99.65% |
11/11/2024 | 2.84% | 1.20 CHF | 1.22 CHF | 100,000 | 100,000 | 57,250 | 37,379 | 70,255 CHF | 46,677 CHF | 99.65% | 99.65% |
08/11/2024 | 2.99% | 1.26 CHF | 1.28 CHF | 100,000 | 100,000 | 60,861 | 37,378 | 72,548 CHF | 46,239 CHF | 99.65% | 99.65% |
07/11/2024 | 3.97% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 42,172 | 18,688 | 55,434 CHF | 25,132 CHF | 99.65% | 99.65% |